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- 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
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