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Taiwan Academic Institutional Repository >
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"fuh cheng der"
Showing items 11-19 of 19 (2 Page(s) Totally) << < 1 2 View [10|25|50] records per page
| 淡江大學 |
2012-06-07T04:59:15Z |
Option Pricing with Markov Switching
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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
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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
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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
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Wang, Ren-Her; Aston, J. A. D.; Fuh, Cheng-Der; Wang, Ren-Her |
| 淡江大學 |
2010-06 |
On-line VWAP Trading Strategies
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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
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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
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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
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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
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Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴 |
Showing items 11-19 of 19 (2 Page(s) Totally) << < 1 2 View [10|25|50] records per page
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