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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/110513


    Title: Efficient Simulation and Approximation of Value at Risk under Jump Diffusion Model-A new method for moderate deviation events
    Authors: Fuh, Cheng-Der;Teng, Huei-Wen;Wang, Ren-Her
    Date: 2017-05-06
    Issue Date: 2017-07-05 02:11:48 (UTC+8)
    Relation: 2017第十四屆兩岸金融市場發展研討會論文集
    Appears in Collections:[財務金融學系暨研究所] 會議論文

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