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GMM을 이용한 Vasicek형태의 일요인 이자율 모형의 추정
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이준희
;
박종우
; 박훈; 최영권
Article
Issue Date
2013
Citation
생산성논집, v.27, no.4, pp.321 - 344
Publisher
한국생산성학회
1
Discover
Author
Park, Jong woo
1
박훈
1
최영권
1
Subject
Damped Levy Process
1
GMM
1
Poisson Process
1
Vasicek Interest Rate Model
1
Language
English
1
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