ORMS
Parameters Estimation and Application of Fast Mean-reverting Stochastic Volatility Model
LI Peng-shi, YANG Jian-hui, LIN Yan
Operations Research and Management Science . 2020, (2): 137 -143 .  DOI: 10.12005/orms.2020.0044

京ICP备05002817号-5   京公网安备11010802027858号
Copyright © Operations Research and Management Science
Address: Anhui hefei in hefei university of technology institute of system engineering.　Code：230009
Tel：0551-62901503 E-mail: xts_or@hfut.edu.cn
Powered by Beijing Magtech Co., Ltd.