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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
이재욱오갑진양승호이윤희
POSTECH Authors
이재욱
Date Issued
17-Aug-2009
Publisher
한국증권학회
URI
http://oasis.postech.ac.kr/handle/2014.oak/56537
Article Type
Conference
Citation
한국증권학회 3차 정기학술발표회(경영학통합학술대회), 2009-08-17
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이재욱LEE, JAEWOOK
Dept of Industrial & Management Enginrg
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