Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Subject 내재 변동성▼a점근근사▼a위샤트 확률 변동성▼a단기간 분석▼a대편차 이론▼a안장점 근사▼a캘리브레이션
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| Small-time asymptotics for implied volatility under the multifactor volatility Heston model = 다인자 헤스턴 확률변동성에 기반한 단기 내재 변동성 점근근사link Kim, Younghoon; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2018 |
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