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Applications of stochastic volatility to derivatives in financial market : theory and practice

박창래 2016년

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' Applications of stochastic volatility to derivatives in financial market : theory and practice' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • asymptotic analysis
  • local volatility
  • parallel computing
  • stochastic volatility
  • volatility surface
  • 국소변동성
  • 변동성 곡면
  • 병렬계산
  • 점근적 분석
  • 확률변동성
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' Applications of stochastic volatility to derivatives in financial market : theory and practice' 의 참고문헌

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