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]
@inproceedings{LiuNS10a,
title = {An efficient simulation procedure for point estimation of expected shortfall},
author = {Ming Liu and Barry L. Nelson and Jeremy Staum},
year = {2010},
doi = {10.1109/WSC.2010.5678977},
url = {http://dx.doi.org/10.1109/WSC.2010.5678977},
researchr = {https://researchr.org/publication/LiuNS10a},
cites = {0},
citedby = {0},
pages = {2821-2831},
booktitle = {Proceedings of the 2010 Winter Simulation Conference, WSC 2010, Baltimore, Maryland, USA, 5-8 December 2010},
publisher = {WSC},
}