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]
@inproceedings{KaplanLN18,
title = {Monte Carlo estimation of Economic Capital},
author = {Zachary T. Kaplan and Yajuan Li and Marvin K. Nakayama},
year = {2018},
doi = {10.1109/WSC.2018.8632308},
url = {https://doi.org/10.1109/WSC.2018.8632308},
researchr = {https://researchr.org/publication/KaplanLN18},
cites = {0},
citedby = {0},
pages = {1754-1765},
booktitle = {2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018},
publisher = {IEEE},
isbn = {978-1-5386-6572-5},
}