A non-parametric calibration of the HJM geometry : an application of Ito calculus to financial statistics
書誌事項
- タイトル別名
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- Special Feature : Award of the 1st Gauss Prize to K. Ito
この論文をさがす
収録刊行物
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- Japanese journal of mathematics. 3rd series / The Mathematical Society of Japan
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Japanese journal of mathematics. 3rd series / The Mathematical Society of Japan 2 (1), 55-77, 2007
Tokyo : Springer Japan
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キーワード
詳細情報 詳細情報について
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- CRID
- 1521417755745340544
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- NII論文ID
- 10018920021
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- NII書誌ID
- AA12130756
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- ISSN
- 18613624
- 02892316
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- NDL書誌ID
- 025086684
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- Web Site
- http://id.ndl.go.jp/bib/025086684
- https://ndlsearch.ndl.go.jp/books/R000000004-I025086684
- http://link.springer.com/content/pdf/10.1007/s11537-007-0666-7.pdf
- http://link.springer.com/article/10.1007/s11537-007-0666-7/fulltext.html
- http://link.springer.com/content/pdf/10.1007/s11537-007-0666-7
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- 本文言語コード
- en
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- NDL 雑誌分類
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- ZM31(科学技術--数学)
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- データソース種別
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- NDL
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