An efficient simulation procedure for point estimation of expected shortfall - researchr publication authors

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Ming Liu, Barry L. Nelson, Jeremy Staum. An efficient simulation procedure for point estimation of expected shortfall. In Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010. pages 2821-2831, WSC, 2010. [doi]

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