| 基于跳扩散模型的地震对灾区房地产企业投资决策影响分析 |
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| 引用本文： | 王霞.基于跳扩散模型的地震对灾区房地产企业投资决策影响分析[J].软科学,2009,23(4). |
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| 作者姓名： | 王霞 |
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| 作者单位： | 西南交通大学经济管理学院,成都,610031 |
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| 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。
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| 关 键 词： | 地震 跳空期权 投资决策 |
The Impact of the Earthquake on Real Estate Enterprises Investing Decision-making Based on Jump-diffusion Model |
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| WANG Xia.The Impact of the Earthquake on Real Estate Enterprises Investing Decision-making Based on Jump-diffusion Model[J].Soft Science,2009,23(4). |
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| Authors: | WANG Xia |
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| Abstract: | 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. |
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| Keywords: | earthquake investment decision-making unexpected events |
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