Ming-Chin Hung

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A multinomial tree model for pricing credit default swap options
Computational Statistics
2015-01-28Paper
An EM algorithm for multivariate NIG distribution and its application to value-at-risk2010-12-27Paper
Use of Binomial Group Testing in Tests of Hypotheses for Classification or Quantitative Covariables
Biometrics
2005-04-19Paper
Nonparametric Estimation for Risk in Value-at-Risk Estimator
Communications in Statistics. Simulation and Computation
2003-10-19Paper


Research outcomes over time


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