Hull-White模型和二叉树模型在预测油价及油价波动风险上的应用

尚永庆, 王震, 陈冬月

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系统工程理论与实践 ›› 2012, Vol. 32 ›› Issue (9) : 1996-2002. DOI: 10.12011/1000-6788(2012)9-1996
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Hull-White模型和二叉树模型在预测油价及油价波动风险上的应用

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Forecasting the fluctuation of oil price based on Hull-White model and binary tree model

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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}. 2012, 32(9): 1996-2002 https://doi.org/10.12011/1000-6788(2012)9-1996
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2012, 32(9): 1996-2002 https://doi.org/10.12011/1000-6788(2012)9-1996

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