Efficient VaR and CVaR measurement via stochastic kriging (Q2960358)
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scientific article; zbMATH DE number 6682173
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| English | Efficient VaR and CVaR measurement via stochastic kriging |
scientific article; zbMATH DE number 6682173 |
Statements
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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0.7901082634925842
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0.7818997502326965
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0.773906409740448
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0.7656339406967163
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0.7634258270263672
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