Work

Efficient Monte Carlo methods for value-at-risk

Year: 2001

Type: article

Authors: Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W115841351

FWCI: 2.271

Cites: 5

Cited by: 45

Related to: 10