住房激励期权价值的定价

Pricing on Incentive Option Value of Housing

把住房资源激励机制转化成住房价格指数期权问题,给出了住房激励期权价值的一般性计算方法,并在给出住房价格动力学模型的前提下,分析了无风险利率为常数时的住房激励期权价值.

The incentive mechanism about housing resource is turned into option problem of index on housing price. A common method to account incentive option of housing is given. Under the circumstance of listing dynamics model on the housing price, the pricing on incentive option of housing is analysed when the risk-free interest rate is a constant.