"Stratification issues in estimating value-at-risk."

Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin (1999)

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DOI: 10.1109/WSC.1999.823095

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin:
Stratification issues in estimating value-at-risk. WSC 1999: 351-358

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