Efficient VaR and CVaR Measurement via Stochastic Kriging
Work
Year: 2016
Type: article
Source: INFORMS journal on computing
Authors Xi Chen, Kyoung-Kuk Kim
Cites: 57
Cited by: 16
Related to: 10
FWCI: 2.036
Citation percentile (by year/subfield): 83.14
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: closed