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

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

> Home

Details and statistics

DOI: 10.1145/2661631

access: closed

type: Journal Article

metadata version: 2018-11-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/tomacs/HongHL14
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.