结果:找到“Bergomi”相关内容6个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【随机波动性模型,金融数学】 Stochastic Volatility Modeling (2016) by L. Bergomi
85 个回复 - 17196 次查看 Stochastic Volatility Modeling Lorenzo Bergomi Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in ...2016-12-9 09:52 - cmwei333 - 金融学(理论版)
关于粗糙Bergomi模型的鞅性质
10 个回复 - 685 次查看 2022-6-11 05:04 - 能者818 - Forum
粗糙Bergomi模型的涡轮增压蒙特卡罗定价
20 个回复 - 556 次查看 2022-6-1 05:38 - 何人来此 - Forum
粗糙Bergomi模型的路径大偏差
23 个回复 - 856 次查看 2022-5-31 23:31 - 能者818 - Forum
粗糙Bergomi模型下的波动率指数期货
30 个回复 - 919 次查看 2022-5-31 01:24 - 能者818 - Forum
求新书 Stochastic Volatility Modeling by Lorenzo Bergomi
2 个回复 - 3245 次查看 作者大牛- Risk’s 2009 Quant of the YearPacked with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of ...2016-7-26 10:11 - train2k - 金融工程(数量金融)与金融衍生品