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

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Title: Nested Simulation for Conditional Value-at-Risk with Discrete Losses.
Authors: Ge, Yu1,2 (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
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An: 180169187
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  Data: Nested Simulation for Conditional Value-at-Risk with Discrete Losses.
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  Data: <searchLink fieldCode="AR" term="%22Ge%2C+Yu%22">Ge, Yu</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> gy3341@smail.nju.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Liu%2C+Guangwu%22">Liu, Guangwu</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> msgw.liu@cityu.edu.hk</i><br /><searchLink fieldCode="AR" term="%22Shen%2C+Houcai%22">Shen, Houcai</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> hcshen@nju.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Asia-Pacific+Journal+of+Operational+Research%22">Asia-Pacific Journal of Operational Research</searchLink>. Oct2024, Vol. 41 Issue 5, p1-19. 19p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1142/S0217595923500379
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      – Code: eng
        Text: English
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        PageCount: 19
        StartPage: 1
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      – TitleFull: Nested Simulation for Conditional Value-at-Risk with Discrete Losses.
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            NameFull: Ge, Yu
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            NameFull: Liu, Guangwu
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            NameFull: Shen, Houcai
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            – D: 01
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              Text: Oct2024
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              Y: 2024
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              Value: 41
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            – TitleFull: Asia-Pacific Journal of Operational Research
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