Scanning Multivariate Conditional Densities with Probability Integral Transforms, with Application to Volatility Modeling
Scanning Multivariate Conditional Densities with Probability Integral Transforms, with Application to Volatility Modeling
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使用概率积分变换扫描多元条件密度,并应用于波动率建模
DOI:
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发表时间:
2006
期刊:
影响因子:
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通讯作者:
石田 功
中科院分区:
文献类型:
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作者:
Hideki;Toya;Naito Hisahiro;Hisahiro Naito;Naito Hisahiro;内藤久裕;吉田雅敏;吉田雅敏;石田 功;Isao Ishida;石田 功;石田 功