A Tutorial on Quantile Estimation via Monte Carlo (Q5117919)

From MaRDI portal





scientific article; zbMATH DE number 7240087
Language Label Description Also known as
default for all languages
No label defined
    English
    A Tutorial on Quantile Estimation via Monte Carlo
    scientific article; zbMATH DE number 7240087

      Statements

      A Tutorial on Quantile Estimation via Monte Carlo (English)
      0 references
      0 references
      0 references
      26 August 2020
      0 references
      percentile
      0 references
      value-at-risk
      0 references
      variance-reduction techniques
      0 references
      confidence intervals
      0 references
      0 references
      0 references
      0 references

      Identifiers