Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall
Crossref DOI link: https://doi.org/10.1007/s10614-017-9661-0
Published Online: 2017-02-04
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tzeng, Yu-Ying
Beaumont, Paul M.
Ökten, Giray
License valid from 2017-02-04