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Institution Date Title Author
國立交通大學 2018-01-24T07:36:14Z 以相對熵的重要抽樣法計算投資組合信用風險 楊哲宇; 韓傳祥; 李明佳; Yang, Che-Yu; Han, Chuan-Hsiang; Li, Ming-Chia
國立交通大學 2014-12-12T02:33:29Z Portfolio Risk Management with Entropy Based Importance Sampling 李建武; Li, Jian-Wu; 吳慶堂; 韓傳祥; Wu,Ching-Tang; Han,Chuan-Hsiang
國立交通大學 2014-12-12T01:30:59Z 在因子關聯結構模型下用高效率權重取樣估計聯合違約機率 李侃學; Lee, Kan Hsueh; 韓傳祥; 洪慧念; Han, Chuan-Hsiang; Hung, Hui-Nien

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