文献
J-GLOBAL ID:202202248339562899
整理番号:22A0432713
時間遅延確率ボラティリティモデル【JST・京大機械翻訳】
Time-delayed stochastic volatility model
著者 (6件):
Bae Hyeong-Ohk
(Department of Financial engineering, Ajou University, Suwon 16499, Republic of Korea)
,
Ha Seung-Yeal
(Department of Mathematical Sciences and Research Institute of Mathematics, Seoul National University, Seoul 08826, Republic of Korea)
,
Kang Myeongju
(Department of Mathematical Sciences, Seoul National University, Seoul 08826, Republic of Korea)
,
Lim Hyuncheul
(Department of Mathematics, Chonnam National University, Gwangju, Republic of Korea)
,
Kim Yongsik
(Financial Engineering Center, Korea Asset Pricing, Seoul 03131, Republic of Korea)
,
Yoo Jane
(Department of Financial engineering, Ajou University, Suwon 16499, Republic of Korea)
資料名:
Physica D: Nonlinear Phenomena
(Physica D: Nonlinear Phenomena)
巻:
430
ページ:
Null
発行年:
2022年
JST資料番号:
C0749A
ISSN:
0167-2789
CODEN:
PDNPDT
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)