Efficient Risk Estimation via Nested Sequential Simulation
| Year of publication: |
2011
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|---|---|
| Authors: | Broadie, Mark ; Du, Yiping ; Moallemi, Ciamac C. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 57.2011, 6, p. 1172-1195
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