Maximum Likelihood Estimation in Vasicek, Black-Scholes and Jump-Diffusion Models
碩士 === 東海大學 === 數學系 === 99 === There are two main topics in the present study. The first topic focuses on determining the parameters of the Vasicek model. Since if we use the zero coupon bond as a price model to pricing the option value, the simulation of term structure is very important. Before the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86184489396715815082 |