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Portfolio VaR computation based on O-GARCH
  • 所属机构名称：浙江财经学院
  • 会议名称：2008 International Workshop on Modelling, Simulation and Optimization, WMSO 2008
  • 成果类型：会议
  • 会场：Hong Kong, China
  • 相关项目：期权组合非线性VaR度量模型及数值方法研究
作者： Chen, Rongda|Liu, Jianbo|Lv, Yi|
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期权组合非线性VaR度量模型及数值方法研究
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