Efficient VaR and CVaR Measurement via Stochastic Kriging
Author:
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
General Engineering
Link
https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.2016.0705
Reference50 articles.
1. Stochastic Kriging for Simulation Metamodeling
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