Ren-Her Wang

Available identifiers

zbMath Open wang.ren-herMaRDI QIDQ604919

List of research outcomes

Publication	Date of Publication	Type
Efficient simulation of value at risk with heavy-tailed risk factors	2012-06-26	Paper
The role of additional information in option pricing: estimation issues for the state space model	2010-11-12	Paper
On-line VWAP Trading Strategies	2010-10-01	Paper
Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk	2007-10-22	Paper

Research outcomes over time

This page was built for person: Ren-Her Wang