Pages that link to "Item:Q5235455"
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The following pages link to Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455):
Displaying 8 items.
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Implicit American Monte Carlo methods for nonlinear functional of future portfolio value (Q1684762) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)