Efficient randomized quasi-Monte Carlo methods for portfolio market risk (Q2404543): Difference between revisions
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Latest revision as of 10:47, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient randomized quasi-Monte Carlo methods for portfolio market risk |
scientific article |
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Efficient randomized quasi-Monte Carlo methods for portfolio market risk (English)
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19 September 2017
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risk management
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quasi-Monte Carlo
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importance sampling
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stratified sampling
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\(t\)-copula
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