Alexandre Scott

From MaRDI portal
Person:495490

Available identifiers

zbMath Open scott.alexandreMaRDI QIDQ495490

List of research outcomes





PublicationDate of PublicationType
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models2015-09-14Paper
Rare event simulation for diffusion processes via two-stage importance sampling2014-06-30Paper
Goal achieving probabilities of constrained mean-variance strategies2011-07-26Paper

Research outcomes over time

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