Open AccessA stochastic model for stationary dynamics of prices in real estate markets. A case of random intensity for Poisson moments of prices changes
Author(s) -
O. V. Rusakov,
Michael Laskin
Publication year - 2017
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4982027
Subject(s) - point process , cox process , poisson process , martingale (probability theory) , econometrics , stochastic process , poisson distribution , mathematics , real estate , intensity (physics) , poisson point process , statistics , economics , finance , physics , quantum mechanics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom