Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform (Q3115981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform |
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Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform (English)
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21 February 2012
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quasi-Monte Carlo portfolio
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Fourier transform
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value-at-risk
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