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

Takashi Yasuoka

研究成果: Article

元の言語	English
ジャーナル	Financial Forum
巻	7
発行部数	1
DOI	https://doi.org/10.18282/ff.v7i1.459
出版物ステータス	Published - 2018

文献にアクセス

http://dx.doi.org/10.18282/ff.v7i1.459ライセンス: Unspecified

これを引用

Yasuoka, T. (2018). INTEREST RATE MODEL WITH HUMPED VOLATILITY UNDER THE REAL-WORLD MEASURE. Financial Forum, 7(1). https://doi.org/10.18282/ff.v7i1.459