%0 Journal Article %1 journals/jsea/DaiL09 %A Dai, Tian-Shyr %A min Liu, Li %D 2009 %J JSEA %K dblp %N 4 %P 301-307 %T A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model. %U http://dblp.uni-trier.de/db/journals/jsea/jsea2.html#DaiL09 %V 2

@article{journals/jsea/DaiL09, added-at = {2018-08-14T00:00:00.000+0200}, author = {Dai, Tian-Shyr and min Liu, Li}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2055aae2c9021238d117f00c5fee625ae/dblp}, ee = {https://doi.org/10.4236/jsea.2009.24039}, interhash = {ad6a0491ac5f022a2d9139f1709bd72c}, intrahash = {055aae2c9021238d117f00c5fee625ae}, journal = {JSEA}, keywords = {dblp}, number = 4, pages = {301-307}, timestamp = {2019-09-27T06:55:33.000+0200}, title = {A Hybrid Importance Sampling Algorithm for Estimating VaR under the Jump Diffusion Model.}, url = {http://dblp.uni-trier.de/db/journals/jsea/jsea2.html#DaiL09}, volume = 2, year = 2009 }