Efficient Risk Estimation via Nested Sequential Simulation

DOI10.1287/mnsc.1110.1330zbMath1218.91170OpenAlexW2149540235MaRDI QIDQ5198886

Mark N. Broadie, Yiping du, Ciamac Cyrus Moallemi

Publication date: 9 August 2011

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1110.1330

zbMATH Keywords

simulationriskdecision analysisrisk managementsequential analysis

Mathematics Subject Classification ID

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