"Expected shortfall computation with multiple control variates."

Luis Ortiz-Gracia (2020)

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DOI: 10.1016/J.AMC.2019.125018

access: closed

type: Journal Article

metadata version: 2020-02-21

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Luis Ortiz-Gracia:
Expected shortfall computation with multiple control variates. Appl. Math. Comput. 373: 125018 (2020)

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