搜索结果: 1-1 共查到“货币银行学 local correlation”相关记录1条 . 查询时间(0.093 秒)
Introduction into "Local Correlation Modelling"
implied correlation local correlation stochastic correlation correlation skew
2010/11/2
In this paper we provide evidence that nancial option markets for equity indices give rise to non-trivial dependency structures between its constituents. Thus, if the in-dividual constituent distribu...