基于BSM模型的房地产奇异期权研究  

A Study on Real Estate Exotic Options Based on BSM Model

作　　者：舒家先[1] 吴航宇[1] 金子杰[1] 

机构地区：[1]安徽财经大学金融学院,安徽蚌埠233030

出　　处：《中国海洋大学学报（社会科学版）》2017年第3期40-45,共6页Journal of Ocean University of China(Social Sciences)

摘　　要：本文以期权的思维来重新看待中国的高房价难题,结合当前房地产市场的实际情况,在传统BSM期权定价模型的基础上对其进行改良,设计出一款以锁定特定期限购房权利、以期权到期日房产价格为执行价格的奇异期权,来缓解由投机需求导致的高房价问题。This paper rethinks the high housing price problem in China with the thinking of the option, and improves it according to the actual situation of the traditional BSM in the current real estate market. We design a lock to a certain period of time to purchase the right to the option date of the real estate prices for the implementation of the price of the exotic options to ease the speculative demand caused by high housing prices.

关 键 词：房地产 BSM期权定价模型 奇异期权定价 

分 类 号：F830.9[经济管理—金融学]