Ornstein-Uhlen相关论文
THE LEAST SQUARES ESTIMATOR FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A HERMITE PROCESS WITH A PER
We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dYs=(∑j=1kμjφj(s)-βYs)ds+d......
障碍期权是与路径相关的期权,因而它的定价计算是非常复杂的.运用鞅方法和具有漂移布朗运动的最大值与其终值的联合分布理论对障碍期......