NAGAHARA Yuichi
Department Undergraduate School , School of Political Science and Economics Position Professor |
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Language | English |
Publication Date | 1998/09 |
Type | Other |
Title | An Interest Rate Model with Fat-tailed Stationary Distributions |
Contribution Type | Co-authored (other than first author) |
Journal | Free University of Brussels,BelgiumProceedings of the First Euro-Japanese Workshop on Stochastic Risk Modeling for Finance, Insurance, Production and Reliability |
Author and coauthor | ◎H.Iwaki* , Y.Nagahara , K.Sawaki* |