Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
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DOI:
10.1016/j.orl.2010.02.007
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发表时间:
2010-07
期刊:
影响因子:
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通讯作者:
Lihua Sun;L. Hong
中科院分区:
文献类型:
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作者:
Lihua Sun;L. Hong