The following pages link to Ren-Her Wang (Q604919):
Displayed 4 items.
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
- Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors (Q2893913) (← links)
- On-line VWAP Trading Strategies (Q4931850) (← links)