A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation
| Year of publication: |
2010
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|---|---|
| Authors: | Lan, Hai ; Nelson, Barry L. ; Staum, Jeremy |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 58.2010, 5, p. 1481-1491
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