A non-parametric calibration of the HJM geometry : an application of Ito calculus to financial statistics (Special Feature : Award of the 1st Gauss Prize to K. Ito)
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- Material Type
- 記事
- Author/Editor
- Paul MalliavinMaria Elvira MancinoMaria Cristina Recchioni
- Periodical title
- Japanese journal of mathematics. 3rd series / The Mathematical Society of Japan
- No. or year of volume/issue
- 2(1):2007
- Volume
- 2
- Issue
- 1
- Pages
- 55-77