simulasi proses lévy estimasi nilai var menggunakan fileestimasi nilai var menggunakan simulasi...
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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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9%SIMILARITY INDEX
8%INTERNET SOURCES
8%PUBLICATIONS
6%STUDENT PAPERS
1 1%
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7 <1%
Estimasi Nilai VaR Menggunakan Simulasi Proses LévyORIGINALITY REPORT
PRIMARY SOURCES
www.risk.netInternet Source
www.actuarialsociety.org.zaInternet Source
pages.wustl.eduInternet Source
openaccess.city.ac.ukInternet Source
www.ipag.frInternet Source
Anisatus Sholiha, Kuzairi Kuzairi, M. FarizFadillah Madianto. "Estimator Deret FourierDalam Regresi Nonparametrik denganPembobot Untuk Perencanaan PenjualanCamilan Khas Madura", Zeta - Math Journal,2018Publicat ion
rm.uop.grInternet Source
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8 <1%
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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
www.rmi.nus.edu.sgInternet Source
www.afmathconf.ugent.beInternet Source
"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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Exclude quotes Of f
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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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