Non-linear Regression And Option Analysis Of Real Estate Price

Based on macro-microeconomics,this paper establishes a national average real estate price model by selecting several variables which may affect real estate price according to the data of National Bureau of Statistics website.By using R language,a variety of statistical analysis methods were used,and a number of linear and nonlinear models were obtained and compared with each other.The ultimate purpose of this paper's first part is to find a group of variable which can affect housing prices.Although some coefficients may change during the simulation,the results will not be influenced.Combined with the stochastic differential equation and real option,and some relevant knowledge of financial mathematics,the pricing of house price option are carried out.A lot of simulations are carried out by using Matlab to get a good result.