Efficient Nested Simulation Of Tail Risk Measures

Jessica O. Dang, Ben M. Feng, Mary R. Hardy. Efficient Nested Simulation Of Tail Risk Measures. In 2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019. pages 938-949, IEEE, 2019. [doi]

Abstract

Abstract is missing.