Yu Ge, Guangwu Liu, Houcai Shen. Nested Simulation for Conditional Value-at-Risk with Discrete Losses. APJOR, 41(5), October 2024. [doi]
@article{GeLS24,
title = {Nested Simulation for Conditional Value-at-Risk with Discrete Losses},
author = {Yu Ge and Guangwu Liu and Houcai Shen},
year = {2024},
month = {October},
doi = {10.1142/S0217595923500379},
url = {https://doi.org/10.1142/S0217595923500379},
researchr = {https://researchr.org/publication/GeLS24},
cites = {0},
citedby = {0},
journal = {APJOR},
volume = {41},
number = {5},
}