Browse "MA-Journal Papers(저널논문)" by Subject STOCHASTIC VOLATILITY
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| HIGH MOMENT VARIATIONS AND THEIR APPLICATION Choe, Geon Ho; Lee, Kyung Sub, JOURNAL OF FUTURES MARKETS, v.34, no.11, pp.1040 - 1061, 2014-11 |
| Large deviations for affine diffusion processes on R-+(m) x R-n Kang, Wan-Mo; Kang, Chulmin, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.6, pp.2188 - 2227, 2014-06 |
| Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices Kang, Chul-Min; Kang, Wan-Mo, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.123, no.6, pp.2419 - 2445, 2013-06 |
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