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Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:157/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
Model Construction of Boolean Network via Observed Data 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS, 2011, 卷号: 22, 期号: 4, 页码: 525-536
作者:  Cheng, Daizhan;  Qi, Hongsheng;  Li, Zhiqiang
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30
Algebraic form  identification  infection process  least in-degree model  uniform Boolean network  
Modeling the dynamics of Chinese spot interest rates 期刊论文
JOURNAL OF BANKING & FINANCE, 2010, 卷号: 34, 期号: 5, 页码: 1047-1061
作者:  Hong, Yongmiao;  Lin, Hai;  Wang, Shouyang
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Spot rate models  Term structure of interest rates  Market segmentation  Nonparametric specification tests