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Volatility smile/smirk properties of [GLP ＆ MEMM] models,
Bibliographic Information
- Title
- Volatility smile/smirk properties of [GLP ＆ MEMM] models,
- Author
- Y.Miyahara, N.Moriwaki
Journal
-
- RIMS Kokyuroku 1462
-
RIMS Kokyuroku 1462 156-170, 2006
- Tweet
Details 詳細情報について
-
- CRID
- 1010000781881350029
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN