搜索结果: 1-2 共查到“数量经济学 Survey”相关记录2条 . 查询时间(0.096 秒)
Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results
Exponential Levy processes short-time asymptotics long-time asymp-totics implied volatility Lewis-Lipton formula.
2012/9/14
Exponential Levy processes can be used to model the evolution of various nancial variables such as FX rates, stock prices, etc. Considerable e orts have been devoted to pricing derivatives written o...
Likelihood Inference for Diffusions: A Survey.