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Efficient VaR and CVaR Measurement via Stochastic Kriging - MaRDI portal

Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358)

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Efficient VaR and CVaR Measurement via Stochastic Kriging
scientific article

    Statements

    title
    Efficient VaR and CVaR Measurement via Stochastic Kriging (English)
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    author
    Xi Chen
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    Kyoung-Kuk Kim
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    publication date
    8 February 2017
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    zbMATH Keywords
    simulation output analysis
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    simulation theory
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    metamodeling
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    experimental design
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    cites work
    Q3454057
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    Identifiers

    zbMATH DE Number
    6682173
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    OpenAlex ID
    W2513195558
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