Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility
Down-Side Risk Probability Minimization Problem for a Multidimensional Model with Stochastic Volatility
复制标题
具有随机波动性的多维模型的下行风险概率最小化问题
DOI:
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发表时间:
2008
期刊:
影响因子:
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通讯作者:
H. Hata
中科院分区:
文献类型:
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作者:
S. Sheu;H. Hata