结果：找到“Stochastic implied”相关内容5个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Stochastic Implied Volatility: A Factor-Based Model (Lecture Notes in Economics
3 个回复 - 2450 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）
3 个回复 - 2450 次查看 This monograph is based on my Ph.D. thesis, which was accepted in Jan- uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Man ...2015-7-5 22:08 - nelsoncwlee - 金融学（理论版）
A General Asymptotic Implied Volatility for Stochastic Volatility Models
0 个回复 - 864 次查看 In this paper, we derive a general asymptotic implied volatility atthe first-order for any stochastic volatility model using the heat kernel expansionon a Riemann manifold endowed with an Abelian conn ...2016-9-14 03:53 - standatw - 灌水吧
0 个回复 - 864 次查看 In this paper, we derive a general asymptotic implied volatility atthe first-order for any stochastic volatility model using the heat kernel expansionon a Riemann manifold endowed with an Abelian conn ...2016-9-14 03:53 - standatw - 灌水吧
Stochastic Implied Trees
1 个回复 - 654 次查看 【作者(必填)】Derman, Kani 【文题(必填)】Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility[/backcolor] [/backcolor] 【年份(必填)】1998 【全文链 ...2013-7-11 21:41 - mcsyky - 求助成功区
1 个回复 - 654 次查看 【作者(必填)】Derman, Kani 【文题(必填)】Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility[/backcolor] [/backcolor] 【年份(必填)】1998 【全文链 ...2013-7-11 21:41 - mcsyky - 求助成功区
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL†
1 个回复 - 791 次查看 多谢各位大侠!! 【作者(必填)】Eric Renault1, Nizar Touzi2 【文题(必填)】OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL† 【年份(必填)】1996 【全文链接或数据库 ...2013-5-1 14:43 - mcsyky - 求助成功区
1 个回复 - 791 次查看 多谢各位大侠!! 【作者(必填)】Eric Renault1, Nizar Touzi2 【文题(必填)】OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL† 【年份(必填)】1996 【全文链接或数据库 ...2013-5-1 14:43 - mcsyky - 求助成功区
Latent Integrated Stochastic Volatility, Realized Volatility, and Implied V...
0 个回复 - 576 次查看 2004-11-3 11:55 - 去杠杆666 - Forum
0 个回复 - 576 次查看 2004-11-3 11:55 - 去杠杆666 - Forum
