JER, 第 9 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2004 |
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第 1 到 3 筆結果,共 38 筆
第 2 頁
1 Introduction Distributions that have tails heavier than the normal distribution are ubiquitous in finance . Recently the general Levy process as an al- ternative modelling of financial assets is discussed in Madan , Carr and Chang ...
1 Introduction Distributions that have tails heavier than the normal distribution are ubiquitous in finance . Recently the general Levy process as an al- ternative modelling of financial assets is discussed in Madan , Carr and Chang ...
第 198 頁
... distributed and , as is well known , the exponential distribution is memoryless or Markovian in na- ture . Therefore , the Poisson arrival process is usually denoted by the letter M. The service times are clearly random and hence these ...
... distributed and , as is well known , the exponential distribution is memoryless or Markovian in na- ture . Therefore , the Poisson arrival process is usually denoted by the letter M. The service times are clearly random and hence these ...
第 222 頁
... distribution of μ according to Bayes ' rule . Proposition 1 : Suppose that the prior distribution of μ is a normal distribution with known values of the mean π and the variance s2 . Sup- pose also that ( x1 , ... , xn ) is a random ...
... distribution of μ according to Bayes ' rule . Proposition 1 : Suppose that the prior distribution of μ is a normal distribution with known values of the mean π and the variance s2 . Sup- pose also that ( x1 , ... , xn ) is a random ...
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