A stochastic model for stationary dynamics of prices in real estate markets. A case of random intensity for Poisson moments of prices changes

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Rusakov Oleg,Laskin Michael

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Reference7 articles.

1. D. Bilkova, “Lognormal distribution and using l-moment method for estimating its parameters,” International Journal of Mathematical Models and Methods in Applied Sciences, 6(1), 30–44, (2012).

2. A model for pricing real estate derivatives with stochastic interest rates

3. T. Ohnishi, T. Mizuno, C. Shimizu, and T. Watanabe T. “On the evolution of the house price distribution,” (Columbia Business School, Center of Japanese Economy and Business, 2011), Working Paper Series, No. 296, (2011). http://academiccommons.columbia.edu/item/ac:135362

4. Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and Brownian bridges

5. O. Rusakov, O. Jaksumbaeva, A. Ivakina, and M. Laskin, “Pricing in the real estate market as a stochastic limit. Log Normal approximation,” in 2015 Second International Conference on Mathematics and Computers in Sciences and in Industry. Malta, 2015, (IEEE Conference Publications, 2016), pp. 235–239.

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