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Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
Bibliographic Information
- Title
- Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
- Author
- S.AIHARA, A.BAGCHI
Journal
-
- Proc.of 34th Int.Symp.on Stochastic Theory and Its Applications
-
Proc.of 34th Int.Symp.on Stochastic Theory and Its Applications 108-113, 2003
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Details 詳細情報について
-
- CRID
- 1010000781786220681
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN
