Work

Fast Accurate Algorithms for Tail Conditional Expectation

Year: 2009

Type: conference-paper

Source: AIP conference proceedings

DOI: 10.1063/1.3241508

Authors: Bryant Chen, William W. Y. Hsu, Ming-Yang Kao, Theodore E. Simos, George Psihoyios, Ch. Tsitouras

Institution: Northwestern University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1626149224

FWCI:

Cites: 2

Cited by: 1

Related to: 10