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Xing Jin
Information about the author Xing Jin will soon be added to the site.
Found
3 papers
in total
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Reclaiming quasi-Monte Carlo efficiency in portfolio value-at-risk simulation through Fourier transform
2006
Quasi-Monte Carlo methods overcome the problem of sample clustering in regular Monte...
Probabilistic error bounds for simulation quantile estimators
2003
Quantile estimation has become increasingly important, particularly in the financial...
On Berry-Esseen rate for queue length of the GI/G/K system in heavy traffic
1988
This paper provides Berry-Esseen rate of limit theorem concerning the number of...
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