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Record W2946489467 · doi:10.1080/13504851.2019.1616049

Evaluating real estate development project with Monte Carlo based binomial options pricing model

2019· article· en· W2946489467 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueApplied Economics Letters · 2019
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCapital Investment and Risk Analysis
Canadian institutionsThompson Rivers University
Fundersnot available
KeywordsReal estateBinomial options pricing modelMonte Carlo methodEconometricsValue (mathematics)EconomicsValuation of optionsOption valueBinomial theoremPresent valueCapitalization rateMathematicsStatisticsMicroeconomicsFinanceReal estate investment trust

Abstract

fetched live from OpenAlex

This paper proposes three evaluation models for evaluating the value of strategic waiting of real estate development project. In Model 1, the ratio of land cost to total real estate sales in period (t) and period (t + 1) is uncorrelated (random). In Model 2, the ratio is unchanged (constant). Model 3 integrates Models 1 and 2 with the ‘land value persistence factor’. The larger the factor, the more the land cost tends to consider only the previous land price. This study uses the Binomial Option Pricing Model and Monte Carlo Simulation hybrid method to solve these three models. In addition, this research also proposes a method for estimating the net present value of project expansion on the time axis. The results show that five main factors influencing the expected value of the option value are the real estate price rate of change, present value of total real estate sales, duration, land value persistence factor, and present value of land. Regardless of the land value persistence factor, the longer the time, the expected value of the option value tends to increase. However, when the land value persistence factor is larger, the expected value of the option value increases more.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.038
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.054
GPT teacher head0.244
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it