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Efficient Computation of Value at Risk with Heavy-Tailed Risk Factors 具有重尾风险因子的风险价值的有效计算
Risk and Insurance / Measures and Control 1 Pub Date : 2009-08-24 DOI: 10.2139/ssrn.1460538
C. Fuh, Inchi Hu, Kate Hsu, Ren-Her Wang
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