Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (Q991456)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk |
scientific article |
Statements
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk (English)
0 references
7 September 2010
0 references
value-at-risk
0 references
conditional value-at-risk
0 references
importance sampling
0 references
asymptotic representation
0 references
