Quantitative Finance, Singapore Management University, Stamford Road, Singapore
Quantitative Finance, Singapore Management University, Stamford Road, Singapore
Quantitative Finance, Singapore Management University, Stamford Road, Singapore
Copyright © 2015 Kian-Guan Lim, Hao Cheng, Nelson K. L. Yap et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Lim, K. , Cheng, H. and L. Yap, N. (2015) New Approach to Density Estimation and Application to Value-at-Risk.
Journal of Mathematical Finance,
5, 423-432. doi:
10.4236/jmf.2015.55036.