"Monte Carlo and importance sampling estimators of CoVaR."

Guangxin Jiang, Jianshu Hao, Tong Sun (2025)

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DOI: 10.1016/J.ORL.2025.107250

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type: Journal Article

metadata version: 2025-04-01

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Guangxin Jiang, Jianshu Hao, Tong Sun:
Monte Carlo and importance sampling estimators of CoVaR. Oper. Res. Lett. 60: 107250 (2025)

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