摘要
以5.12汶川地震事件及国家宏观从紧的货币政策为分析背景,建立价格向下跳空的美式永续期权模型,分析了地震对灾区房地产企业投资决策的影响并进行了实证研究。
Being set in the background of the earthquake emergencies in Sichuan region and the state＇s macroeconomic tightening monetary policy, this paper establishes a model of perpetual American call options about downward price jump - diffusion, analyzes the impacts on the real estate investment decision - making in Sichuan region from the earthquake.
出处
《软科学》
CSSCI
北大核心
2009年第4期43-45,共3页
Soft Science
关键词
地震
跳空期权
投资决策
earthquake
investment decision - making
unexpected events
