Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient VaR and CVaR Measurement via Stochastic Kriging |
scientific article |
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Efficient VaR and CVaR Measurement via Stochastic Kriging (English)
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8 February 2017
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simulation output analysis
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simulation theory
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metamodeling
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experimental design
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