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BibTeX record conf/wsc/HuangSX10
@inproceedings{DBLP:conf/wsc/HuangSX10, author = {Pu Huang and Dharmashankar Subramanian and Jie Xu}, title = {An importance sampling method for portfolio CVaR estimation with Gaussian copula models}, booktitle = {Proceedings of the 2010 Winter Simulation Conference, {WSC} 2010, Baltimore, Maryland, USA, 5-8 December 2010}, pages = {2790--2800}, publisher = {{IEEE}}, year = {2010}, url = {https://doi.org/10.1109/WSC.2010.5678974}, doi = {10.1109/WSC.2010.5678974}, timestamp = {Thu, 10 Jun 2021 22:20:00 +0200}, biburl = {https://dblp.org/rec/conf/wsc/HuangSX10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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