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Browsing by Author Wang, Ren-Her
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Issue Date
Title
Author(s)
1-Apr-2018
Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events
Fuh, Cheng-Der
;
Teng, Huei-Wen
;
Wang, Ren-Her
;
資訊管理與財務金融系 註：原資管所+財金所
;
Department of Information Management and Finance
