Estimasi Nilai VaR MenggunakanSimulasi Proses Lévy

by Komang Dharmawan

Submission date: 26-Nov-2018 06:32AM (UTC+0700)Submission ID: 1044497694File name: Estimasi_Nilai_VaR_Menggunakan_Simulasi_Proses_L_vy.pdf (1.02M)Word count: 3723Character count: 21275

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Estimasi Nilai VaR Menggunakan Simulasi Proses LévyORIGINALITY REPORT

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rm.uop.grInternet Source

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Korn, Ralf, and Mykhailo Pupashenko. "A NewVariance Reduction Technique for EstimatingValue-at-Risk", Applied Mathematical Finance,2014.Publicat ion

doc.rero.chInternet Source

www.fma.orgInternet Source

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"Handbook of Computational Finance",Springer Nature America, Inc, 2012Publicat ion

Submitted to University of Wales, BangorStudent Paper

otik.zcu.czInternet Source

Christopher E Miles, James P Keener. "Jumplocations of jump-diffusion processes withstate-dependent rates", Journal of Physics A:Mathematical and Theoretical, 2017Publicat ion

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www.impan.plInternet Source

arxiv.orgInternet Source

Junye Li, Carlo Favero, Fulvio Ortu. "A spectralestimation of tempered stable stochasticvolatility models and option pricing",Computational Statistics & Data Analysis, 2012Publicat ion

Bruce Blackadar. "C*-Algebras", Encyclopaediaof Mathematical Sciences, 2006Publicat ion

Koval, Nataliya. "Time-inhomogeneous Lévyprocesses in cross-currency market models",Universität Freiburg, 2005.Publicat ion

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Komang Dharmawancheck naskah e- jurnal math vol 7 n…Estimasi Nilai VaR Menggunakan S…Estimasi_Nilai_VaR_Menggunakan…1.02M143,72321,27526-Nov-2018 06:32AM (UTC+0700)1044497694

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