原資産の収益率の分布に歪みがある場合のオプション評価 : 混合正規EGARCHモデルによる分析
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- Material Type
- 記事
- Author/Editor
- 里吉 清隆三井 秀俊
- Alternative Title
- Option Valuation Using a Normal Mixture EGARCH Model for Skewed Return Distributions
- Periodical title
- 日本統計学会誌 = Journal of the Japan Statistical Society / 日本統計学会 編
- No. or year of volume/issue
- 43(1):2013.9
- Volume
- 43
- Issue
- 1
- Pages
- 1-23