An importance sampling (IS) for evaluating portfolio with extremal dependence model
碩士 === 國立政治大學 === 統計學系 === 104
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55224996714285906685 |