Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo-Reference-Cited by-同舟云学术

Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo

Published:2022-04 Issue:1 Volume:298 Page:229-242
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

He Zhijian^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference46 articles.

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