Jun Dai, Liyun Ni, Xiangrong Wang, Weizhong Chen. A VaR Algorithm for Warrants Portfolio. In Bo Chen, editor, Algorithmic Aspects in Information and Management, 6th International Conference, AAIM 2010, Weihai, China, July 19-21, 2010. Proceedings. Volume 6124 of Lecture Notes in Computer Science, pages 103-111, Springer, 2010. [doi]
Abstract is missing.