Variance Reduction Techniques for Estimating Value-at-Risk (Q3114651): Difference between revisions
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Latest revision as of 01:38, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance Reduction Techniques for Estimating Value-at-Risk |
scientific article |
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Variance Reduction Techniques for Estimating Value-at-Risk (English)
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19 February 2012
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value-at-risk
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Monte Carlo simulation
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variance reduction technique
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