搜索结果: 1-2 共查到“消费经济学 option”相关记录2条 . 查询时间(0.031 秒)
Option pricing in multivariate stochastic volatility models of OU type
multivariate stochastic volatility models Ornstein-Uhlenbeck type processes option pricing
2010/10/18
We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still ...
No.E2000002The Current Deflation in China: Causes and Policy Option
Current Deflation Causes Policy
2007/12/5
The Chinese economy showed the sign of overheating in the spring of 1993. As a countermeasure of overheating, the Chinese government began to implement a retrenchment program in July 1993 and the prog...