Year 2014
Authors MING-HUA HSIEH
Paper Title 謝明華(Ming-Hua Hsieh);陳春龍(Chuen-Lung Chen);廖偉成(Wei-Cheng Liao), 2014.09, 'A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall, ' The Journal of Derivatives, Vol.22, No.2, pp.50-66.
Vol.No 406311
Date of Publication 2014-09-01
Reference URL http://nccur.lib.nccu.edu.tw/handle/140.119/73400