"Kernel quantile estimators for nested simulation with application to ..."

Xiaoyu Liu, Xing Yan, Kun Zhang (2024)

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DOI: 10.1016/J.EJOR.2023.07.040

access: closed

type: Journal Article

metadata version: 2023-11-09

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Xiaoyu Liu, Xing Yan, Kun Zhang:
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. Eur. J. Oper. Res. 312(3): 1168-1177 (2024)

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