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レヴィ過程とエントロピーに基づくオプション価格理論モデルの構築とその応用
レヴィ過程とエントロピーに基づくオプション価格理論モデルの構築とその応用
Paper
図書
宮原孝夫, 名古屋市立大学 [著]
[宮原孝夫]
2004-2006
<Y151-H16540113>
National Diet Library
Subject Heading
数理ファイナンス / オプション価格理論 / 幾何レヴィ過程 / マルチンゲール測定 / 相対エントロピー / カリブレーション
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