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Road to the Deep Sky
吾令羲和弭节兮，望崦嵫而勿迫。 路曼曼其修远兮，吾将上下而求索。
Wednesday, December 10, 2008
Mike Cliff's GMM library
My current interest is to use the GMM to estimate the mean reverting
model. It is straightforward to use his demo...
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About Me
Letian Ding
JERSEY CITY, NJ, United States
Ph.D in Physics and Master of Mathematic Finance
View my complete profile
