Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Yiping Du
Information about the author Yiping Du will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Risk Estimation via Regression
2015
We introduce a regression‐based nested Monte Carlo simulation method for the...
Efficient Risk Estimation via Nested Sequential Simulation
2011
We analyze the computational problem of estimating financial risk in a nested...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
