Better confidence intervals for importance sampling
Halis Sak; Wolfgang Hörmann; Josef Leydold
| Year of publication: |
2010
|
|---|---|
| Authors: | Sak, Halis ; Hörmann, Wolfgang ; Leydold, Josef |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 8, p. 1279-1291
|
| Subject: | Investitionsrisiko | Investment risk | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008906160