Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Ren Garcia
Information about the author Ren Garcia will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Proper conditioning for coherent VaR in portfolio management
2007
Value at risk (VaR) is a central concept in risk management. As stressed by Artzner et...
Asymptotic properties of Monte Carlo estimators of derivatives
2005
We study the convergence of Monte Carlo estimators of derivatives when the transition...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
