Ren-Her Wang
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Person:604919
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Efficient simulation of value at risk with heavy-tailed risk factors Operations Research | 2012-06-26 | Paper |
| The role of additional information in option pricing: estimation issues for the state space model Computational Economics | 2010-11-12 | Paper |
| On-line VWAP Trading Strategies Sequential Analysis | 2010-10-01 | Paper |
| Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk Asia-Pacific Financial Markets | 2007-10-22 | Paper |
Research outcomes over time
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