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A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixtu
  • ISSN号：0264-9993
  • 期刊名称：Economic Modelling
  • 时间：2013.9
  • 页码：796-804
  • 相关项目：可违约资产组合市场风险和信用风险集成度量模型及数值方法研究
作者： Rongda Chen|Lean Yu|
同期刊论文项目
可违约资产组合市场风险和信用风险集成度量模型及数值方法研究
期刊论文 19 会议论文 10
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