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Exact simulation of the wishart multidimensional stochastic volatility model Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09 |
Valuing options under regime switching environment = Regime switching 환경하에서의 옵션 가격결정link Roh, Kum-Hwan; 노금환; et al, 한국과학기술원, 2008 |
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