【作者(必填)】

L.Jeff Hong    City University of Hong Kong,Hong Kong, China

ZhaolinHu       Tongji University, YangpuDistrict, Shanghai, China

GuangwuLiu   City University of Hong Kong, HongKong, China

【文题(必填)】

[size=1.3em]Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review

【年份(必填)】
Volume 24 Issue 4, August 2014
【全文链接或数据库名称(选填)】
http://dl.acm.org/citation.cfm?id=2661631