Journal of Software Engineering and Applications

Journal of Software Engineering and Applications

ISSN Print: 1945-3116
ISSN Online: 1945-3124
www.scirp.org/journal/jsea
E-mail: jsea@scirp.org
"A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model"
written by Tian-Shyr Dai, Li-Min Liu,
published by Journal of Software Engineering and Applications, Vol.2 No.4, 2009
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