Variance Reduction Techniques for Estimating Value-at-Risk
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Publication:3114651
DOI10.1287/mnsc.46.10.1349.12274zbMath1232.91348MaRDI QIDQ3114651
Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin
Publication date: 19 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9b58a92735afa1297ff2e0e7930c478592a0be1b
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