Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient randomized quasi-Monte Carlo methods for portfolio market risk |
scientific article |
Statements
Efficient randomized quasi-Monte Carlo methods for portfolio market risk (English)
0 references
19 September 2017
0 references
risk management
0 references
quasi-Monte Carlo
0 references
importance sampling
0 references
stratified sampling
0 references
\(t\)-copula
0 references
0 references
0 references
0 references
