Monte Carlo Methods for Economic Capital (Q6202348)
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scientific article; zbMATH DE number 7824390
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Monte Carlo Methods for Economic Capital |
scientific article; zbMATH DE number 7824390 |
Statements
Monte Carlo Methods for Economic Capital (English)
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26 March 2024
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economic capital
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value-at-risk
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importance sampling
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0.7609990239143372
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0.7572450041770935
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0.7558494806289673
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0.7543694972991943
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0.7534897327423096
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