Improved techniques for using Monte Carlo in VaR estimation
Srinivasan, Ashok; Shah, Ajay
Improved techniques for using Monte Carlo in VaR estimation - Mumbai National Stock exchange of india limited, 2002 - 30 See NSE 332.645 GOS (Includes Acc. Nos. 24219, 24220, 24221, 34544, 34545 & 34546)
Monte Carlo simulation
Improved techniques for using Monte Carlo in VaR estimation - Mumbai National Stock exchange of india limited, 2002 - 30 See NSE 332.645 GOS (Includes Acc. Nos. 24219, 24220, 24221, 34544, 34545 & 34546)
Monte Carlo simulation