您要查找的是不是:
- Hobson and Rogers L G 于1998年引入一类新的随机波动率模型,与现有波动率模型相比,它有很多优点.Hobson and Rogers L G in 1998.Comparing with current sto- chastic volatility models,David'model has many advantages.
- 随机波动率stochastic volatility
- 单因子短期利率模型包括Vasicek模型,CIR模型,CKLS模型等,两因子利率模型包括Gallant,Tanchen给出的随机波动率模型和Balduzzi等人的随机均值回复模型.The single-factor models include the Vasicek model,the CIR model,and the CKLS model,ect. The two-factor models include the stochastic volatility model proposed by Gallant and Tanchen,and the stochastic mean model proposed by Balduzzi et al.
- 随机波动率(SV)模型SV model
- 条件自回归极差模型与波动率估计Conditional Autoregressive Range Model And Estimation of Volatilities
- 波动率分解Volatility Decomposition
- 转速随机波动旋转机械振动信号的周期平稳性Cyclostationarity of vibration signal of rotating machine with random fluctuation of angularspeed
- 倍率multiplying power
- SV-T模型SV-T model
- 报废率scrappage
- 随机波动chance fluctuation
- 变化率rate of change
- A-SV模型A-SV model
- 实现波动率realized volatility
- 抽样随机波动chance fluctuation of sampling
- 码率code rate
- 非对称随机波动asymmetric stochastic volatility
- 折扣率rate of discount
- 波动模型wave model
- 波动率微笑volatility smile