Login / Signup

Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.

L. Jeff HongZhaolin HuGuangwu Liu
Published in: ACM Trans. Model. Comput. Simul. (2014)
Keyphrases
  • monte carlo methods
  • monte carlo
  • simulated annealing
  • bayesian networks
  • monte carlo method
  • risk management
  • markov chain
  • maximum likelihood
  • machine learning
  • cross validation