A Conditional Monte Carlo Method for Simulating Conditional Expectations

Project: Research

Research Output

  1. 2017
  2. Published

    Kernel smoothing for nested estimation with application to portfolio risk measurement

    HONG, L. J., Juneja, S. & LIU, G., May 2017, In: Operations Research. 65, 3, p. 657-673

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 22