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"Efficient Black-Box Importance Sampling for VaR and CVaR Estimation."

Anand Deo, Karthyek Murthy (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-07-01

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2106-10236
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2106-10236
Anand Deo, Karthyek Murthy:
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. CoRR abs/2106.10236 (2021)

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