SABR随机波动率LIBOR市场模型的参数校准估计方法与实证模拟
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1002-4565|33|5|95-103
ISSN: 1002-4565
Source: 统计研究, Vol.33, Iss.5, 2016-01, pp. : 95-103
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Abstract