Variance Reduction Techniques for Estimating Value-at-Risk (Q3114651)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Reduction Techniques for Estimating Value-at-Risk |
scientific article |
Statements
Variance Reduction Techniques for Estimating Value-at-Risk (English)
0 references
19 February 2012
0 references
value-at-risk
0 references
Monte Carlo simulation
0 references
variance reduction technique
0 references
