BibTeX record journals/ior/FuhHHW11

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@article{DBLP:journals/ior/FuhHHW11,
  author       = {Cheng{-}Der Fuh and
                  Inchi Hu and
                  Ya{-}Hui Hsu and
                  Ren{-}Her Wang},
  title        = {Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors},
  journal      = {Oper. Res.},
  volume       = {59},
  number       = {6},
  pages        = {1395--1406},
  year         = {2011},
  url          = {https://doi.org/10.1287/opre.1110.0993},
  doi          = {10.1287/OPRE.1110.0993},
  timestamp    = {Tue, 31 Mar 2020 18:16:57 +0200},
  biburl       = {https://dblp.org/rec/journals/ior/FuhHHW11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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