1.An efficient Fourier expansion method for the calculation of value-at-risk: Contributions of extra-ordinary risks
U, SC, So, J, Ding,
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U, SC, So, J, Ding, D, Liu, LH
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INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING[2424-7863],
Published 2016,
Volume 3,
Issue 1,
收錄情况:
WOS
WOS核心合集引用: 1
2023影響因子:
0.6