Efficient Risk Estimation via Nested Sequential Simulation
Year of publication: |
2011
|
---|---|
Authors: | Broadie, Mark ; Du, Yiping ; Moallemi, Ciamac C. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 57.2011, 6, p. 1172-1194
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | simulation | decision analysis | risk | risk management | sequential analysis |
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