Moment Matching Calibration of Exponential Levy Models
- Title
- Moment Matching Calibration of Exponential Levy Models
- Authors
- 이재욱; 오갑진; 양승호; 이윤희
- Publisher
- Tokyo Institute of Technology, Hitotsubashi University
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/51497
- Article Type
- Conference
- Citation
- Applications of Physics in Financial Analysis 7th International Conference
- Files in This Item:
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.