Hi where is it possible to find accurate values of the drift term mu and the
volatility sigma for a simple log normal random walk model for e.g an equity
index or corporate bond index ?
--
Fabio Martinelli
tel. (off) +39-6-54888039, (fax) +39-06-54888072
home page http://www.mat.uniroma3.it/users/martin/index.html
|