A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation

Autor:	Lan, Hai, Nelson, Barry L., Staum, Jeremy
Zdroj:	Operations Research, 2010 Sep 01. 58(5), 1481-1490.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/40984001 Zobrazit plný text záznamu