| 100 / 2 |
Efficient Simulation and Approximation of Value at Risk under GARCH Model
|
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2014-08-25 |
| 099 / 2 |
Option Pricing with Markov Switching
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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
|
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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
|
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2017-07-04 |
| 105 / 2 |
Efficient Simulation and Approximation of Value at Risk under Jump Diffusion Model-A new method for moderate deviation events
|
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2017-07-04 |
| 105 / 2 |
Efficient and Approximation Methods for Pricing Asian Strike Options with Jump Diffusion Model
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2018-05-22 |
| 107 / 2 |
Efficient Simulation of Value at Risk with Importance Sampling for GARCH Model
|
|
2019-10-05 |