| 100 / 2 |
Efficient Simulation and Approximation of Value at Risk under GARCH Model
|
2014/08/25 |
| 099 / 2 |
Option Pricing with Markov Switching
|
2012/07/20 |
| 100 / 1 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
2013/06/25 |
| 101 / 2 |
Efficient Importance Sampling for Rare Event Simulation with Applications
|
2013/06/27 |
| 102 / 2 |
VaR Computation with Range-based and Return-based GARCH Model
|
2014/10/20 |
| 102 / 2 |
VaR Computation with Range-based and Return-based GARCH Model
|
2014/10/20 |
| 103 / 2 |
Testing Vwap Strategy by Data Snooping: Evidence by Taiwan Stock Market
|
2017/07/04 |
| 105 / 2 |
Efficient Simulation and Approximation of Value at Risk under Jump Diffusion Model-A new method for moderate deviation events
|
2017/07/04 |
| 105 / 2 |
Efficient and Approximation Methods for Pricing Asian Strike Options with Jump Diffusion Model
|
2018/05/22 |
| 107 / 2 |
Efficient Simulation of Value at Risk with Importance Sampling for GARCH Model
|
2019/10/05 |