Can the single-loss approximation method compete with the standard monte carlo simulation technique?
Year of publication: |
2011
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Authors: | Hess, Christian |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 6.2011, 2, p. 31-43
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Subject: | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Iteratives Verfahren | Approximation method | Monte-Carlo-Simulation | Monte Carlo simulation | Vergleich | Comparison |
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