| Year | 2009 |
|---|---|
| Authors | Tian-Shyr Dai /Tian-Shyr Dai and Limin Liu |
| Paper Title | A Hybrid Importance Sampling Algorithm for Estimating VaR Under the Jump Diffusion Model |
| Journal Title | Journal of Software Engineering and Applications |
| Issue.No | 2 |
| Total Pages | 301-307 |
| Language | Chinese |
Login Department of Information Management and Finance, NYCU