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DBLP BibTeX Record 'journals/tcs/ChengLS07'

@article{DBLP:journals/tcs/ChengLS07,
  author    = {Gang Cheng and
               Ping Li and
               Peng Shi},
  title     = {A new algorithm based on copulas for VaR valuation with
               empirical calculations},
  journal   = {Theor. Comput. Sci.},
  volume    = {378},
  number    = {2},
  year      = {2007},
  pages     = {190-197},
  ee        = {http://dx.doi.org/10.1016/j.tcs.2007.02.038},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}