搜索结果: 1-2 共查到“经济学 Time-Dependent”相关记录2条 . 查询时间(0.125 秒)
STATE-DEPENDENT OR TIME-DEPENDENT PRICING: DOES IT MATTER FOR RECENT U.S. INFLATION?
Depend on depends on the time pricing inflation
2015/7/20
STATE-DEPENDENT OR TIME-DEPENDENT PRICING: DOES IT MATTER FOR RECENT U.S. INFLATION.
On Calibrating Stochastic Volatility Models with time-dependent Parameters
Calibrating Stochastic Volatility Models time-dependent Parameters
2010/10/22
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical resu...