Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Year of publication: |
2022
|
---|---|
Authors: | Dinarzehi, Khadijeh ; Shahiki Tash, Mohammad Nabi |
Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 26.2022, 2, p. 369-388
|
Subject: | Housing Price | Merton Model | Black-Scholes Model | Nonlinear GARCH Model | Jump-Diffusion Model | Immobilienpreis | Real estate price | Volatilität | Volatility | ARCH-Modell | ARCH model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
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