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Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der
;
Teng, Huei-Wen
;
Wang, Ren-Her
- In:
Computational economics
51
(
2018
)
4
,
pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
Saved in:
2
The role of additional information in option pricing : estimation issues for the state space model
Wang, Ren-her
;
Aston, John A. D.
;
Fuh, Cheng-der
- In:
Computational economics
36
(
2010
)
4
,
pp. 283-307
Persistent link: https://www.econbiz.de/10008903135
Saved in:
3
The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model
Wang, Ren-Her
;
Aston, John A. D.
;
Fuh, Cheng-Der
- In:
Computational economics
36
(
2010
)
4
,
pp. 283-308
Persistent link: https://www.econbiz.de/10008716418
Saved in:
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