DOI10.3233/RDA-180049zbMath1409.91281MaRDI QIDQ3119668
Halis Sak, Sridhar Seshadri, Çağrı Haksöz, Qi Wu
Publication date: 12 March 2019 Published in: Risk and Decision Analysis (Search for Journal in Brave) Full work available at URL: https://doi.org/10.3233/rda-180049
zbMATH Keywords
importance sampling; risk management; supply chain disruption; conditional Monte Carlo
Mathematics Subject Classification ID
91G60: Numerical methods (including Monte Carlo methods)
91G10: Portfolio theory