A simulation-based method for estimating systemic risk measures (Q6087550)
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scientific article; zbMATH DE number 7765866
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A simulation-based method for estimating systemic risk measures |
scientific article; zbMATH DE number 7765866 |
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A simulation-based method for estimating systemic risk measures (English)
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15 November 2023
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risk management
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systemic risk measures
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relative errors
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asymptotic expansions
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simulation
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