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- Hobson and Rogers L G 于1998年引入一類(lèi)新的隨機波動(dòng)率模型,與現有波動(dòng)率模型相比,它有很多優(yōu)點(diǎn).Hobson and Rogers L G in 1998.Comparing with current sto- chastic volatility models,David'model has many advantages.
- 隨機波動(dòng)率stochastic volatility
- 單因子短期利率模型包括Vasicek模型,CIR模型,CKLS模型等,兩因子利率模型包括Gallant,Tanchen給出的隨機波動(dòng)率模型和Balduzzi等人的隨機均值回復模型.The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al.
- 隨機波動(dòng)率(SV)模型SV model
- 條件自回歸極差模型與波動(dòng)率估計Conditional Autoregressive Range Model And Estimation of Volatilities
- 波動(dòng)率分解Volatility Decomposition
- 轉速隨機波動(dòng)旋轉機械振動(dòng)信號的周期平穩性Cyclostationarity of vibration signal of rotating machine with random fluctuation of angularspeed
- 倍率multiplying power
- SV-T模型SV-T model
- 報廢率scrappage
- 隨機波動(dòng)chance fluctuation
- 變化率rate of change
- A-SV模型A-SV model
- 實(shí)現波動(dòng)率realized volatility
- 抽樣隨機波動(dòng)chance fluctuation of sampling
- 碼率code rate
- 非對稱(chēng)隨機波動(dòng)asymmetric stochastic volatility
- 折扣率rate of discount
- 波動(dòng)模型wave model
- 波動(dòng)率微笑volatility smile