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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)
- 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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