Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7478893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo |
scientific article; zbMATH DE number 7478893 |
Statements
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (English)
0 references
22 February 2022
0 references
simulation
0 references
value at risk
0 references
conditional value at risk
0 references
sensitivity estimation
0 references
quasi-Monte Carlo
0 references
0 references
0 references
0 references
0 references
0 references
0.8392894268035889
0 references
0.8127825260162354
0 references
0.7924720644950867
0 references
0.789818525314331
0 references
