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"Efficient Risk Estimation via Nested Sequential Simulation."

Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi (2011)

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DOI: 10.1287/MNSC.1110.1330

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/BroadieDM11
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  - https://dblp.org/rec/journals/mansci/BroadieDM11
Mark Broadie, Yiping Du, Ciamac Cyrus Moallemi:
Efficient Risk Estimation via Nested Sequential Simulation. Manag. Sci. 57(6): 1172-1194 (2011)

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