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 |