搜索结果: 1-1 共查到“经济学 pricing kernels”相关记录1条 . 查询时间(0.062 秒)
Randomised Mixture Models for Pricing Kernels
Pricing kernel asset pricing, interest rate modelling yield curve randomised mixtures Lévy processes Esscher martingales weighted heat kernel Markov processes
2011/12/28
Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial m...