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[IEEE 2010 Winter Simulation Conference - (WSC 2010) - Baltimore, MD, USA (2010.12.5-2010.12.8)] Proceedings of the 2010 Winter Simulation Conference - An efficient simulation procedure for point estimation of expected shortfall

[IEEE 2010 Winter Simulation Conference - (WSC 2010) - Baltimore, MD, USA (2010.12.5-2010.12.8)] Proceedings of the 2010 Winter Simulation Conference - An efficient simulation procedure for point estimation of expected shortfall

Liu, Ming; Nelson, Barry L.; Staum, Jeremy

作者Liu, Ming; Nelson, Barry L.; Staum, Jeremy
文件大小435.98KB
发表时间2010
DOI10.1109/wsc.2010.5678977
页码2821-2831

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