Variance Reduction Techniques for Estimating Value-at-Risk
| Year of publication: |
2000
|
|---|---|
| Authors: | Glasserman, Paul ; Heidelberger, Philip ; Shahabuddin, Perwez |
| 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. 46.2000, 10, p. 1349-1364
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