Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities-Reference-Cited by-同舟云学术

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Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities

Published:2011-12 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 2011 Winter Simulation Conference (WSC)
language:
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Author:

Hong L. Jeff,Liu Guangwu

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx5/6135535/6147014/06147743.pdf?arnumber=6147743

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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