Nested Simulation in Portfolio Risk Measurement
| Year of publication: |
2010
|
|---|---|
| Authors: | Gordy, Michael B. ; Juneja, Sandeep |
| 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. 56.2010, 10, p. 1833-1849
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