Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
| Year of publication: |
2010
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|---|---|
| Authors: | Sun, Lihua ; Hong, L. Jeff |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 38.2010, 4, p. 246-252
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