Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358)

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Efficient VaR and CVaR Measurement via Stochastic Kriging
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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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