"Nested Simulation for Conditional Value-at-Risk with Discrete Losses."

Yu Ge, Guangwu Liu, Houcai Shen (2024)

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DOI: 10.1142/S0217595923500379

access: closed

type: Journal Article

metadata version: 2025-04-01

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Yu Ge, Guangwu Liu, Houcai Shen:
Nested Simulation for Conditional Value-at-Risk with Discrete Losses. Asia Pac. J. Oper. Res. 41(5): 2350037:1-2350037:19 (2024)

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