短期利率模型中隐含波动率的重构

短期利率模型中隐含波动率的重构

赵芳芳, 许作良

Recover Implied Volatility in Short-term Interest Rate Model

ZHAO Fang-fang, XU Zuo-liang

数学季刊 . 2017, (4): 395 -406 . DOI: 10.13371/j.cnki.chin.q.j.m.2017.04.006