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債券の確率的モデリングとオプションの価格付けアルゴリズムの開発
債券の確率的モデリングとオプションの価格付けアルゴリズムの開発
Paper
図書
相原伸一, 諏訪東京理科大学 [著]
[相原伸一]
2002-2004
<Y151-H14550456>
National Diet Library
Subject Heading
債券 / 短期金利 / 長期金利 / 確率モデル / 放物型偏微分方程式 / 最適制御問題 / ダイナミックプログラミング / 無限次元ブラウン運動
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