Variance reduction techniques for nested simulation in measuring portfolio's risk (Q2823520)
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scientific article; zbMATH DE number 6634331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction techniques for nested simulation in measuring portfolio's risk |
scientific article; zbMATH DE number 6634331 |
Statements
6 October 2016
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nested simulation
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importance sampling
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control variate
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regression
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variance reduction
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Variance reduction techniques for nested simulation in measuring portfolio's risk (English)
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