"Yang, Hanxue" - Selaus tekijän mukaan Väitöskirjat
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Markov Chain Monte Carlo Estimation of Stochastic Volatility Models with Finite and Infinite Activity Lévy Jumps: Evidence for Efficient Models and Algorithms
Tampere University of Technology. Publication : 1331 (Tampere University of Technology, 2015)
MonografiaväitöskirjaA financial model plays a key role in the valuation and risk management of financial derivatives, and it serves as an important tool for investors to measure the risk exposure of their portfolios and make predictions and ...
