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机器学习投资组合优化levy过程Market模式随机波动率随机波动模型区制转换模型资本市场运行效率隐含波动率深度学习动力学Heston波动率模型Cosine级数展开预期位在险价值信用风险股票衍生产品定价套期保值投资者MONTE-CARLO模拟
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vol.13 (2026)
vol.12 (2025)
vol.11 (2024)
vol.10 (2023)
vol.9 (2022)
vol.8 (2021)
vol.7 (2020)
vol.6 (2019)
vol.5 (2018)
vol.4 (2017)
vol.3 (2016)
vol.2 (2015)
vol.1 (2014)
Henide, Karim
Adelopo, IsmailLuo, Xiaojun
Chiapparino, JacopoGiribone, Pier Giuseppe
Goel, DhruvZhu, Song-Ping
Adil, MuhammadHussain, Rana YassirAhmad, HasnatGul, Izan
Eskandari, BanafsheHudaverdi, Burcu
Dridi, IchrakBelhoula, Mohamed Malek
Khan, Mukhazar AhmadNaveed, NayabShah, Syed Qasim
Guo, Ziqin
Perera, Ryle S.Sato, Kimitoshi
2026年2期
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