검색결과 : 2건
No. | Article |
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1 |
AMERICAN OPTIONS IN REGIME-SWITCHING MODELS Boyarchenko S, Levendorskii S SIAM Journal on Control and Optimization, 48(3), 1353, 2009 |
2 |
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach Bhar R, Chiarella C, Hing HB, Runggaldier WJ Automatica, 42(8), 1381, 2006 |