Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities

No abstract is available for this paper.

• Publication year

  2011

• Venue

  Online World Conference on Soft Computing in Industrial Applications

• Publication date

  2011-12-11

• Fields of study

  Mathematics, Business, Economics, Computer Science

• Identifiers
  DOI 10.1109/WSC.2011.6147743
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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