Volatility Smile/Smirk Properties of [GLP & MEMM] Models(The 7th Workshop on Stochastic Numerics)

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概要

• 論文の詳細を見る
• 京都大学の論文

著者

• Miyahara Yoshio

  Graduate School Of Economics Nagoya City University

• Moriwaki Naruhiko

  Graduate School Of Economics Nagoya City University

• 宮原 孝夫

  Graduate School of Economics, Nagoya City University

• 森脇 成彦

  Graduate School of Economics, Nagoya City University

関連論文

• Risk-Sensitive Value Measure Method for Projects Evaluation
• Volatility Smile/Smirk Properties of [GLP & MEMM] Models(The 7th Workshop on Stochastic Numerics)

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