Year | 2014 |
---|---|
Authors | CHUEN-LUNG CHEN |
Paper Title | Hsieh, Ming-Hua*;Liao, Wei-Cheng;Chen, Chuen-Lung, 2014, 'A fast Monte Carlo algorithm for estimating value at risk and expected Shortfall, ' Journal of Derivatives, Vol.22, pp.50-66.(SSCI, 國科會財務管理A-tier2級期刊)(*為通訊作者) |
Vol.No | 406535 |
Reference URL | http://nccur.lib.nccu.edu.tw/handle/140.119/73400 |