摘要
在房地产价格随机性条件下,对投资者通过融资投资房产买卖获得利润问题进行了数学建模,明确了投资规则中的期权价值.求出了投机者停止决策临界值及停止决策可得期望收益.
Under the condition of random real estate prices,the mathematical model is established to discuss how the investors make profits through the sale of real estate investment.The investment value of the options is cleared.The speculators’ stopping decision-making threshold and decision-making are calculated,getting available earnings expectations.
出处
《石家庄学院学报》
2009年第6期27-30,共4页
Journal of Shijiazhuang University
关键词
融资
实物期权
期权定价理论
房地产
临界值
financing
real option
option pricing theory
real estate
threshold
