Pages that link to "Item:Q5746726"
From MaRDI portal
The following pages link to Optimally stratified importance sampling for portfolio risk with multiple loss thresholds (Q5746726):
Displaying 5 items.
- A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models (Q495492) (← links)
- Efficient simulations for a Bernoulli mixture model of portfolio credit risk (Q1703543) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543) (← links)
- Optimization Methods in Mathematical Finance (Q5746722) (← links)