We construct a stochastic model of real estate pricing. The method of the pricing construction is based on a sequential comparison of the supply prices. We proof that under standard assumptions imposed upon the comparison coefficients there exists an unique non-degenerated limit in distribution and this limit has the Log Normal law of distribution. The accordance of empirical distributions of prices to the theoretically obtained Log Normal distribution we verify by numerous statistical data of real estate prices from Saint-Petersburg (Russia). For establishing this accordance we essentially apply the efficient and sensitive test of fit of Kolmogorov-Smirnov. Basing on the world admitted standard of estimation prices in real estate market, we conclude that the most probable price, i.e. mode of distribution, is correctly and uniquely determined under the Log Normal approximation. Since the mean value of Log Normal distribution exceeds the mode - most probable value, it follows that the prices valued by the mathematical expectation are systematically overstated. © 2016, North Atlantic University Union NAUN. All rights reserved.
Translated title of the contributionЦенообразование на рынке недвижимости, как стохастический предел: Лог-нормальное приближение
Original languageEnglish
Pages (from-to)229-236
Number of pages8
JournalInternational Journal of Mathematical Models and Methods in Applied Sciences
Volume10
StatePublished - 2016

    Research areas

  • Applications of the Kolmogorov-Smirnov test of fit , Geometric Brownian motion , Real estate market value, Sharpe parameter, Stochastic model of pricing

ID: 10247959