Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
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Publication:6066180
DOI10.1016/j.ejor.2023.07.040MaRDI QIDQ6066180
Xing Yan, Kun Zhang, Xiaoyu Liu
Publication date: 15 November 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
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