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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Yan, Xing"
~source:"econis"
~subject:"Risikomaß"
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Fabozzi, Frank J.
Yan, Xing
Kumbhakar, Subal
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Tsionas, Efthymios G.
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Cave, Joshua
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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