Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
書誌事項
- タイトル
- Filtering of Stochastic Volatility and Identification of Market Price of Volatility Risk
- 著者
- S.AIHARA, A.BAGCHI
収録刊行物
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- Proc.of 34th Int.Symp.on Stochastic Theory and Its Applications
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Proc.of 34th Int.Symp.on Stochastic Theory and Its Applications 108-113, 2003
