Zhijian He. Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. European Journal of Operational Research, 298(1):229-242, 2022. [doi]
@article{He22,
title = {Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo},
author = {Zhijian He},
year = {2022},
doi = {10.1016/j.ejor.2021.11.013},
url = {https://doi.org/10.1016/j.ejor.2021.11.013},
researchr = {https://researchr.org/publication/He22},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {298},
number = {1},
pages = {229-242},
}