【作者(必填)】

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

【年份(必填)】EVA LüTKEBOHMERT and LYDIENNE MATCHIE

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