INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE

Takashi Yasuoka

    Research output: Contribution to journal › Article

    Original languageEnglish
    JournalFinancial Forum
    Volume7
    Issue number1
    DOIs
    Publication statusPublished - 2018

    Cite this

    INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE. / Yasuoka, Takashi.

    In: Financial Forum, Vol. 7, No. 1, 2018.

    Research output: Contribution to journal › Article

    Yasuoka, T 2018, 'INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE', Financial Forum, vol. 7, no. 1. https://doi.org/10.18282/ff.v7i1.459
    Yasuoka T. INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE. Financial Forum. 2018;7(1). https://doi.org/10.18282/ff.v7i1.459
    Yasuoka, Takashi. / INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE. In: Financial Forum. 2018 ; Vol. 7, No. 1.
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