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