| 基于跳跃-扩散期权实物定价模型的房地产泡沫测定 |
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| 引用本文： | 徐华锋,李玲玲,胡素敏.基于跳跃-扩散期权实物定价模型的房地产泡沫测定[J].河南城建高等专科学校学报,2012(2):61-67. |
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| 作者姓名： | 徐华锋 李玲玲 胡素敏 |
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| 作者单位： | [1]河南城建学院,河南平顶山467036 [2]南京航空航天大学经济与管理学院,江苏南京210016 |
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| 基金项目： | 国家自然科学基金（709010141）; 河南省科技计划项目（112400450212）; 河南省教育厅自然科学研究项目（2011A110002）; 河南省高校青年骨干教师资助项目（2010GGJS-149） |
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| 摘 要： | 利用跳跃-扩散过程的实物定价模型测定房地产的基础价格,并在此基础上厘定房地产泡沫的临界值,建立房地产泡沫的测定模型,以北京市住房价格为例,判断北京市房地产的泡沫状况,为房地产宏观调控提供参考.
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| 关 键 词： | 跳跃-扩散 期权 合理价格 房地产泡沫 |
Test of real estate bubble based on Jump-diffusion Option Pricing Model |
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| XU Hua-feng,LI Ling-ling,HU Su-min.Test of real estate bubble based on Jump-diffusion Option Pricing Model[J].Journal of Henan Urban Construction Junior College,2012(2):61-67. |
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| Authors: | XU Hua-feng LI Ling-ling HU Su-min |
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| Affiliation: | 1.Henan University of Urban Construction,Pingdingshan 467036,China; 2.College of Economics and Management,Nanjing University of Aeronautics and Astronautics,Nanjing 210016) |
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| Abstract: | In this paper,the reasonable price of estate is determined by a jump-diffusion materials pricing model,then the critical value of the real estate bubble is determined and.thus the real estate bubble measurement model is established.Taking the housing price in Beijing as an example,we judge status of the real estate bubble and provide reference for real estate economy in macro-economic control. |
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| Keywords: | jump diffusion option reasonable price real estate bubble |
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