About: Black–Karasinski model

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数理ファイナンスにおける数量モデル

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dbo:description	数理ファイナンスにおける数量モデル (ja) 数理ファイナンスにおける数量モデル (ja)
dbo:wikiPageExternalLink	http://simonbenninga.com/wiener/MiER73.pdf https://www.wiley.com/en-gb/Perturbation+Methods+in+Credit+Derivatives%3A+Strategies+for+Efficient+Risk+Management-p-9781119609612 https://papers.ssrn.com/abstract=3827452 https://ssrn.com/abstract=3253833 https://ssrn.com/abstract=3253839 https://ssrn.com/abstract=3253866 https://ssrn.com/abstract=3287910
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rdfs:label	Black–Karasinski model (en) ブラック–カラシンスキー・モデル (ja)
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