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Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
2
Technical note: central limit theorems for estimated functions at estimated points
Glynn, Peter W.
;
Fan, Lin
;
Fu, Michael
;
Hu, Jian-Qiang
; …
- In:
Operations research
68
(
2020
)
5
,
pp. 1557-1563
Persistent link: https://www.econbiz.de/10012301573
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