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(On) CGMY Process and its generalization : CGMY 운동과 그 일반화에 대하여
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- Authors
- Advisor
- 김판기
- Major
- 수리과학부
- Issue Date
- 2011-08
- Publisher
- 서울대학교 대학원
- Keywords
- CGMY 프로세스 ; 일반적인 CGMY 프로세스 ; CGMY 모델 ; CGMY process ; generalized CGMY process ; CGMY Model
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 수리과학부, 2011.8. 김판기.
- Language
- eng
- URI
- https://hdl.handle.net/10371/157928
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000031508
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