金融相依性之風險測量
趙士綱 - 2011 - tdr.lib.ntu.edu.tw
… approximate the exact simulated conditional quantiles. … Therefore, we can in fact extend our
result into Lévy process. In … the DEJP increments to be the same as the normal increments in …
result into Lévy process. In … the DEJP increments to be the same as the normal increments in …