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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)
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Institution Date Title Author
國立政治大學 2009.03 An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks Wang, R. H.;Lin, Shih-Kuei;Fuh, C. D.; 林士貴
淡江大學 2009-09 An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks 王仁和; Lin, S. K.; Fuh, C. D.
國立政治大學 2006.09 Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk Lin, Shih-Kuei;Wang, R. H.;Fuh, C. D.; 林士貴

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