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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper"
~person:"Wong, Hoi Ying"
~type:"article"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Quantitative finance
Working paper
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Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
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Simulation-based Value-at-Risk for nonlinear portfolios
Chen, Junyao
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012194812
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