Expected shortfall computation with multiple control variates (Q2293929): Difference between revisions

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-.1016/j.amc.2019.125018
@@ Property / DOI: 10.1016/j.amc.2019.125018 / rank @@
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+Coherent Measures of Risk
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+Q5657612
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+Non-Linear Value-at-Risk *
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+Computation of market risk measures with stochastic liquidity horizon
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+Control variates and conditional Monte Carlo for basket and Asian options
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+Q4549489
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+Mathematical models of financial derivatives
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+The inverse of any two-by-two nonsingular partitioned matrix and three matrix inverse completion problems
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+The Schur complement and its applications
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@@ Property / DOI @@
+.1016/J.AMC.2019.125018
@@ Property / DOI: 10.1016/J.AMC.2019.125018 / rank @@
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+Publication:2293929