ダブルHestonモデルのパラメータ推定とNelder-Meadアルゴリズム : C#によるプログラム (布留川正博教授古稀記念論文集)

ダブルHestonモデルのパラメータ推定とNelder-Meadアルゴリズム : C#によるプログラム

(布留川正博教授古稀記念論文集)

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Material Type: 記事
Title: ダブルHestonモデルのパラメータ推定とNelder-Meadアルゴリズム : C#によるプログラム
Author/Editor: 久保德次郎
Series Title: 布留川正博教授古稀記念論文集
Author Heading: 久保德次郎
Alternative Title: Parameter Estimation of the Double Heston Model and the Nelder-Mead Algorithm : Program in C#
Periodical title: 経済学論叢
No. or year of volume/issue: 71(4):2020.3
Volume: 71
Issue: 4
Pages: 735-757
Publication date of volume/issue (W3CDTF): 2020-03
ISSN (Periodical Title): 0387-3021
ISSN-L (Periodical Title): 0387-3021
Publication (Periodical Title): 京都 : 同志社大学経済学会
Place of Publication (Country Code): JP
Text Language Code: jpn
NDLC: ZD11
Target Audience: 一般
Holding library: 国立国会図書館
Call No.: Z3-92
Data Provider (Database): 国立国会図書館 : 国立国会図書館雑誌記事索引
https://ndlsearch.ndl.go.jp
Bibliographic ID (NDL): 030403928
http://id.ndl.go.jp/bib/030403928
Bibliographic Record Category (NDL): 632