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"Conditional Monte Carlo Estimation of Quantile Sensitivities."

Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu (2009)

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DOI: 10.1287/MNSC.1090.1090

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/FuHH09
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  - https://dblp.org/rec/journals/mansci/FuHH09
Michael C. Fu, L. Jeff Hong, Jian-Qiang Hu:
Conditional Monte Carlo Estimation of Quantile Sensitivities. Manag. Sci. 55(12): 2019-2027 (2009)

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