Cite
HARVARD Citation
Xing, Y. et al. (2022). Variance reduction for risk measures with importance sampling in nested simulation. Quantitative finance. 22 (4), pp. 657-673. [Online].
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Xing, Y. et al. (2022). Variance reduction for risk measures with importance sampling in nested simulation. Quantitative finance. 22 (4), pp. 657-673. [Online].