Efficient randomized quasi-Monte Carlo methods for portfolio market risk

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Publication:2404543

DOI10.1016/j.insmatheco.2017.07.001zbMath1395.91502arXiv1510.01593OpenAlexW2178359960MaRDI QIDQ2404543

İsmail Başoğlu, Halis Sak

Publication date: 19 September 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.01593




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