1) A Type of Random Rate of Exchange Model
一类随机汇率模型
2) random probability model
随机概率模型
3) Stochastic mortality model
随机死亡率模型
4) Stochastic Volatility Model
随机波动率模型
1.
Price-range and Return Based Stochastic Volatility Model——with an Application to Chinese Stock Market Volatility;
基于日内价格幅度与回报的随机波动率模型
2.
Stochastic Volatility Models Based Bayesian Method and Their Application;
基于贝叶斯原理的随机波动率模型分析及其应用
3.
This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.
本文研究了随机波动率模型的最小熵鞅测度和效用无差别定价。
补充资料:一类
【一类】
(杂语)彼此相似也。唯识述记七末曰:“一类者是相似义。”
(杂语)彼此相似也。唯识述记七末曰:“一类者是相似义。”
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
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