Minimum volatitlity.

Name: Minimum volatitlity.
Published: 2015-12-03T05:34:28+08:00

Figshare2015-12-03 更新2026-04-29 收录

金融风险度量

最小波动率模型

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Table 5 shows the values of the minimum volatilities for the indicated values of GPV index, horizon and PIK ratio. The risk free interest rate is set out at 2%.Minimum volatitlity.

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2015-12-03

Minimum volatitlity.

资源简介：

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