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VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS
CHUAN-HSIANG HAN, WEI-HAN LIU and TZU-YING CHEN International Journal of Theoretical and Applied Finance 17(02) 1450009 (2014) https://doi.org/10.1142/S0219024914500095
VaR/CVaR Estimation Under Stochastic Volatility Models
Special Volume: Mathematical Modeling and Numerical Methods in Finance
Chuan-Hsiang Han and Jean-Pierre Fouque Handbook of Numerical Analysis, Special Volume: Mathematical Modeling and Numerical Methods in Finance 15 169 (2009) https://doi.org/10.1016/S1570-8659(08)00004-5