多分形波动率测度的VaR计算模型

Systems Engineering - Theory & Practice ›› 2009, Vol. 29 ›› Issue (9) : 7-15.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2009, Vol. 29 ›› Issue (9) : 7-15. DOI: 10.12011/1000-6788(2009)9-7
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