Monte Carlo estimation of Economic Capital

Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama. Monte Carlo estimation of Economic Capital. In 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018. pages 1754-1765, IEEE, 2018. [doi]

Authors

Zachary T. Kaplan

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Yajuan Li

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Marvin K. Nakayama

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