Calibration of the Exponential Levy Model with Relative Entropy in the KOSPI200 Index
- Title
- Calibration of the Exponential Levy Model with Relative Entropy in the KOSPI200 Index
- Authors
- 이재욱; 오갑진; 양승호; 이윤희
- Date Issued
- 2009-08-17
- Publisher
- 한국증권학회
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/56537
- Article Type
- Conference
- Citation
- 한국증권학회 3차 정기학술발표회(경영학통합학술대회), 2009-08-17
- Files in This Item:
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.