Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45) › 32_Refereed conference paper (with host publication) › peer-review

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Engineering & Materials Science

100
Risk management Engineering & Materials S...
78
Monte Carlo methods Engineering & Materials S...
41
Industry Engineering & Materials S...
Research OutputsResearch Output authored by Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities is tagged with the concept