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浏览/检索结果: 共3条，第1-3条 帮助 限定条件 发表日期：2008     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Efficient important sampling with p-order relative centered moment minimization and application to pricing options 会议论文 International Conference on Risk and Reliability Management (RRM 2008), Beijing Inst Technol, Sch Management & Econ, Beijing, PEOPLES R CHINA, NOV 10-12, 2008 作者:  Gao, Quansheng;  Chen, Gao-bo 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/27 centered moment of order p  efficient importance sampling  option pricing   Accelerated Simulation for Coherent Risk Measure 期刊论文 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31, 2008, 页码: 10758-10763 作者:  Gao, Quansheng* 收藏  |  浏览/下载：1/0  |  提交时间：2019/12/27 coherent risk measure  importance sampling  ranking and selection   Efficient Importance Sampling for Utility-based Shortfall Risk 会议论文 4th International Conference on Wireless Communications, Networking and Mobile Computing, Dalian, PEOPLES R CHINA, OCT 12-17, 2008 作者:  Gao, Quansheng*;  Wei, Qicai;  Liu, Biao 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/27 efficient importance sampling  utility-based shortfall risk measures  credit portfolio models  nonlinear generalized least squares