A Tutorial on Quantile Estimation via Monte Carlo (Q5117919)
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scientific article; zbMATH DE number 7240087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Tutorial on Quantile Estimation via Monte Carlo |
scientific article; zbMATH DE number 7240087 |
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A Tutorial on Quantile Estimation via Monte Carlo (English)
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26 August 2020
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percentile
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value-at-risk
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variance-reduction techniques
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confidence intervals
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