Year | 2007 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Shi-Gra Lin, Limin Liu |
Paper Title | A Hybrid Importance Sampling Algorithm for VaR |
Conference Name | 2007 The Second International Conference Innovative |
Paper Type | 會議論文 |
Login Department of Information Management and Finance, NYCU
Year | 2007 |
---|---|
Authors | Tian-Shyr Dai ,Tian-Shyr Dai, Shi-Gra Lin, Limin Liu |
Paper Title | A Hybrid Importance Sampling Algorithm for VaR |
Conference Name | 2007 The Second International Conference Innovative |
Paper Type | 會議論文 |