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"fuh cheng der"

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Showing items 11-19 of 19  (2 Page(s) Totally)
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Institution Date Title Author
淡江大學 2012-06-07T04:59:15Z Option Pricing with Markov Switching Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her; 王仁和
淡江大學 2011-12 Efficient Importance Sampling for Rare Event Simulation with Applications Fuh, Cheng-der; Teng, Huei-Wen; Wang, Ren-Her
淡江大學 2011-11 Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her
淡江大學 2010-12 The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model Wang, Ren-Her; Aston, J. A. D.; Fuh, Cheng-Der; Wang, Ren-Her
淡江大學 2010-06 On-line VWAP Trading Strategies 王仁和; Wang, Ren-her; Fuh, Cheng-der; Teng, H. W.
淡江大學 2009-10 An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks 王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der
淡江大學 2006-09 Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk 王仁和; Wang, Ren-her; Lin, Shih-kuei; Fuh, Cheng-der
國立政治大學 2004-04 A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk 林士貴;傅承德;柯子介; Lin, Shih-Kuei;Fuh, Cheng-Der;Ko, Tze-Jieh
國立政治大學 2003 Empirical Performance and Asset Pricing in Hidden Markov Model Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴

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