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View all- Deo AMurthy K(2021)Efficient black-box importance sampling for VaR and CVaR estimationProceedings of the Winter Simulation Conference10.5555/3522802.3522952(1-12)Online publication date: 13-Dec-2021
- Ghosh SJuneja SNicol DFujimoto R(2006)Computing worst-case tail probabilities in credit riskProceedings of the 38th conference on Winter simulation10.5555/1218112.1218162(246-254)Online publication date: 3-Dec-2006