"A spherical Monte Carlo approach for calculating value-at-risk and ..."

Huei-Wen Teng (2017)

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DOI: 10.1109/WSC.2017.8247808

access: closed

type: Conference or Workshop Paper

metadata version: 2018-08-15

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Huei-Wen Teng:
A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management. WSC 2017: 469-480

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