"Nested Simulation for Estimating Portfolio Losses within a Time Horizon."

Sandeep Juneja, L. Ramprasath (2009)

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DOI: 10.1109/WSC.2009.5429350

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-02

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Sandeep Juneja, L. Ramprasath:
Nested Simulation for Estimating Portfolio Losses within a Time Horizon. WSC 2009: 434-443

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