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"Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review."

L. Jeff Hong, Zhaolin Hu, Guangwu Liu (2014)

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DOI: 10.1145/2661631

access: closed

type: Journal Article

metadata version: 2018-11-06

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  - https://dblp.org/rec/journals/tomacs/HongHL14
L. Jeff Hong, Zhaolin Hu, Guangwu Liu:
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. ACM Trans. Model. Comput. Simul. 24(4): 22:1-22:37 (2014)

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