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pro vyhledávání: '"Jessica O. Dang"'
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WSC
Tail risk estimation for portfolios of complex financial instruments is an important enterprise risk management task. Time consuming nested simulations are usually required for such tasks: The outer loop simulates the evolution of risk factors, or th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91c81416334c9fe46132163cf496420c
https://doi.org/10.1109/wsc40007.2019.9004808
https://doi.org/10.1109/wsc40007.2019.9004808
