SVJD-LIBOR随机动态模型的市场校准估计与实证模拟

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-4565|33|1|103-112

ISSN: 1002-4565

Source: 统计研究, Vol.33, Iss.1, 2016-01, pp. : 103-112

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Abstract