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To overcome the difficulty in estimating low probability, the paper proposes that importance sampling technique is developed upto non-linear VaR model of FX option portfolio. Producing more samples in corresponding region by changing expectation vector and covariance matrix of distribution of market factors returns, this makes the state not be rare event(More)
  • Jinrong Lu
  • 2015
Virtual organization uses information technology to achieve a closer integration and better management of business relationships between internal and external parties. There are many emerging issues in virtual organization and one of them is knowledge sharing. Knowledge sharing that is the core of knowledge management plays a key role in virtual(More)
Two fan-shaped bile acid trimers have been synthesized via Cu(I)-catalyzed azide-alkyne cycloaddition (CuAAC) 'click chemistry', and their extraction experiments of cresol red sodium (CR) and pyrene were investigated in the polar and non-polar solvents, respectively. The transmission electron microscopy (TEM) results showed that the homogenous hollow(More)
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