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Results 1-3 of 3 (Search time: 0.017 seconds).
Levy-Swaption 가치 평가 모형
이준희
;
박종우
Article
Issue Date
2008
Citation
경영과학, v.25, no.3, pp.1 - 12
Publisher
한국경영과학회
프랙탈(Fractal) 이자율 모형
이준희
Article
Issue Date
2008
Citation
선물연구, v.16, no.1, pp.21 - 48
Publisher
한국파생상품학회
Fractional Brownian Motion을 이용한 이자율 모형
이준희
Article
Issue Date
2008
Citation
재무관리연구, v.25, no.1, pp.85 - 108
Publisher
한국재무관리학회
1
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Author
Rhee, Joon Hee
3
Park, Jong woo
1
Subject
Fractional Brownian Motion
2
Affine and Quadratic Model
1
Affine 모형
1
Greek
1
Levy Process
1
Long Memory
1
Malliavin Calculus
1
Market Model
1
NIG Process
1
Quadratic 모형
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경영과학
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1
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