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Fractional Brownian Motion을 이용한 이자율 모형
이준희
Article
Issue Date
2008
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재무관리연구, v.25, no.1, pp.85 - 108
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한국재무관리학회
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Affine 모형
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Fractional Brownian Motion
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HJM
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Wick-Integral
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2008
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재무관리연구
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