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subject:"Germany"
~isPartOf:"The journal of computational finance"
~person:"Pang, Tao"
~subject:"Monte Carlo simulation"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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A simple and robust approach for expected shortfall estimation
Pan, Zhibin
;
Pang, Tao
;
Zhao, Yang
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10012672323
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