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[IEEE 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE) - Hong Kong, China (2010.08.13-2010.08.15)] 2010 Third International Conference on Business Intelligence and Financial Engineering - Nonlinear VaR Model of Options Portfolio under Multivariate Mixture of Normals Distributions

✍ Scribed by Chen, Rongda; Cao, Dan; Yu, Qingyang

Book ID: 120604266
Publisher: IEEE
Year: 2010
Weight: 293 KB
Category: Article
ISBN: 1424475759
DOI: 10.1109/BIFE.2010.91

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