Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk
Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu
- 期刊名称ACM Transactions on Modeling and Computer Simulation
- 作者Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu
- 卷第24卷
- 期第4期
- 印刷ISSN1049-3301
- 文件大小435.30KB
- 发表时间2014-11-13
- DOI10.1145/2661631
- 页码1-37