Calibration of the Exponential Levy Model with Relative Entropy in the KOSPI200 Index
- Calibration of the Exponential Levy Model with Relative Entropy in the KOSPI200 Index
- 이재욱; 오갑진; 양승호; 이윤희
- POSTECH Authors
- Date Issued
- Article Type
- 한국증권학회 3차 정기학술발표회(경영학통합학술대회), 2009-08-17
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