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View all- Liu MNelson BStaum JYücesan E(2010)An efficient simulation procedure for point estimation of expected shortfallProceedings of the Winter Simulation Conference10.5555/2433508.2433858(2821-2831)Online publication date: 5-Dec-2010
- Hong LJuneja SDunkin AIngalls R(2009)Estimating the mean of a non-linear function of conditional expectationWinter Simulation Conference10.5555/1995456.1995626(1223-1236)Online publication date: 13-Dec-2009