【作者(必填)】CHUAN-HSIANG HAN

【文题(必填)】VaR/CVaR estimation under stochastic volatility models

【年份(必填)】2014

【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10.1142/S0219024914500095?journalCode=ijtaf

和

【作者(必填)】EVA LÜTKEBOHMERT

【文题(必填)】VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES

【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10.1142/S0219024914500046?journalCode=ijtaf