Variance Reduction Techniques for Estimating Value-at-Risk
- 期刊名称Management Science
- 作者Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
- 卷第46卷
- 期第10期
- 印刷ISSN0025-1909
- 电子ISSN1526-5501
- 文件大小283.53KB
- 发表时间2000-10
- DOI10.1287/mnsc.46.10.1349.12274
- 页码1349-1364
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