"A General Framework of Importance Sampling for Value-at-risk and ..."

Lihua Sun, L. Jeff Hong (2009)

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DOI: 10.1109/WSC.2009.5429348

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Lihua Sun, L. Jeff Hong:
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk. WSC 2009: 415-422

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