Efficient Monte Carlo Approach for Levy Processes and its Application to Risk Analyses
Efficient Monte Carlo Approach for Levy Processes and its Application to Risk Analyses
复制标题
征收过程的高效蒙特卡罗方法及其在风险分析中的应用
DOI:
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发表时间:
2009
期刊:
影响因子:
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通讯作者:
Hiroaki Tanaka
中科院分区:
文献类型:
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作者:
Soon-Chul KWON;Tadaharu ADACHI;Wakako ARAKI;Akihiko YAMAJI;山崎 和彦;Hiroaki Tanaka