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최영권 ( Young Gwon Choi )
최영권 ( Young Gwon Choi )
Vasicek model
Skewness
Econometrics
Cox–Ingersoll–Ross model
Jump diffusion
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GMM을 이용한 Vasicek형태의 일요인 이자율 모형의 추정
2013
이준희 ( Joon Hee Rhee )
박종우(Jong Woo Park)
박훈(Hoon Park)
최영권 ( Young Gwon Choi )
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