Nested Simulation for Conditional Value-at-Risk with Discrete Losses.

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Bibliographic Details
Title:	Nested Simulation for Conditional Value-at-Risk with Discrete Losses.
Authors:	Ge, Yu^1,2 (AUTHOR) gy3341@smail.nju.edu.cn, Liu, Guangwu² (AUTHOR) msgw.liu@cityu.edu.hk, Shen, Houcai¹ (AUTHOR) hcshen@nju.edu.cn
Source:	Asia-Pacific Journal of Operational Research. Oct2024, Vol. 41 Issue 5, p1-19. 19p.
Database:	Mathematics Source

Description
ISSN:	02175959
DOI:	10.1142/S0217595923500379