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"Reclaiming Quasi - Monte Carlo Efficiency in Portfolio Value-at-Risk ..."

Xing Jin, Allen X. Zhang (2006)

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DOI: 10.1287/MNSC.1060.0505

access: closed

type: Journal Article

metadata version: 2020-06-30

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Xing Jin, Allen X. Zhang:
Reclaiming Quasi - Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform. Manag. Sci. 52(6): 925-938 (2006)

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