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ORCID"A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump ..."
Tian-Shyr Dai, Li-min Liu (2009)
- Tian-Shyr Dai, Li-min Liu:
A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. J. Softw. Eng. Appl. 2(4): 301-307 (2009)
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