Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456)
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scientific article; zbMATH DE number 5780097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk |
scientific article; zbMATH DE number 5780097 |
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Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (English)
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7 September 2010
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value-at-risk
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conditional value-at-risk
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importance sampling
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asymptotic representation
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