Pages that link to "Item:Q2986664"
From MaRDI portal
The following pages link to ON THE CALCULATION OF RISK MEASURES USING LEAST-SQUARES MONTE CARLO (Q2986664):
Displaying 6 items.
- Applications to risk theory of a Monte Carlo multiple integration method. (Q1276460) (← links)
- Calculation of credit valuation adjustment based on least square Monte Carlo methods (Q1667063) (← links)
- A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
- An aspect of optimal regression design for LSMC (Q2293277) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Arithmetic stability analysis of extreme risk evaluation based on the Monte Carlo simulation method (Q2858163) (← links)