Keywords
BSM option pricing model
Exotic option pricing
Submitted : 2023-03-19
Accepted : 2023-04-03
Published : 2023-04-18
Abstract
This paper analyzed the issue of high housing prices in China in view of exotic options using the traditional BSM and improved it while applying it to the current situation in the real estate market. A certain set time frame in the purchase of the options with real estate prices was designed in the implementation of exotic option pricings to ease the speculative pressures caused by high housing prices.
References
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