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Nonlinear Regression for an Asymptotic Option Price under CGMY processes
- 제목
- Nonlinear Regression for an Asymptotic Option Price under CGMY processes
- 저자
- Seongjoo Song
- 발행일
- 2010-02-03
- 학회명
- Joint Meeting of Japan-Korea Special Conference of Statistics and the 2nd Japan-Korea Statistics Conference of Young Researchers
- 개최지
- Okayama University, Okayama, Japan
- 개최국가
- 일본
- 학회 개최일
- 2010-02-02 ~ 2010-02-03