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Search Result for: (importance)
Document Title Author Issue Date
Two-Step Methods in VaR Prediction and the Impor.. [Ergen, Ibrahim] 8-20-2014
Determinants of Systemic Importance [Moore, Kyle][Zhou, Chen] 5-31-2014
Two-Stage Importance Sampling With Mixture Propo.. [Li, Wentao][Tan, Zhiqiang][Chen, Rong] 3-5-2014
The Importance of Overnight Information in Risk .. [Taylor, Nick] 2-1-2014
Optimal Exponentially Tilted Importance Sampling.. [Fuh, Cheng-Der][Teng, Huei-Wen][Wang, Ren-Her] 12-27-2013
Efficient Calculation of Risk Measures by Import.. [Hult, Henrik][Svensson, Jens] 12-25-2013
Optimally Stratified Importance Sampling for Por.. [Hörmann, Wolfgang][Sak, Halis][Basoglu, Ismail] 11-25-2013
Importance Sampling for Monte Carlo Estimation o.. [Glynn, Peter W.] 6-29-2013
Moderate Deviations for Importance Sampling Esti.. [Nyquist, Pierre] 6-29-2013
Efficient Importance Sampling for Rare Event Sim.. [Fuh, Cheng-Der][Wang, Ren-Her] 2-9-2013
Using Sectioning to Construct Confidence Interva.. [Nakayama, Marvin] 1-27-2013
Uniformly Efficient Importance Sampling for the .. [Glasserman, Paul][Juneja, Sandeep] 10-3-2012
Computing VaR and CVaR using Stochastic Approxim.. [Bardou, Olivier][Frikha, Noufel][Pagès, Gilles] 6-9-2012
Importance Sampling for Risk Contributions of Cr.. [Liu, Guangwu] 4-8-2012
Sequential Importance Sampling And Resampling Fo.. [Giesecke, Kay][Lai, Tze L.][Deng, Shaojie] 4-10-2011
An Importance Sampling Method to Evaluate Value-.. [Fuh, Cheng-Der][Wang, Ren-Her][Lin, Shih-Kuei] 4-1-2011
Measuring the Systemic Importance of Interconnec.. [Drehmann, Mathias][Tarashev, Nikola A.] 3-19-2011
Systemic Importance: Some Simple Indicators [Drehmann, Mathias][Tarashev, Nikola A.] 3-19-2011
Measuring the Systemic Importance of Financial I.. [Iragorri, Carlos A.][Ferrari, Stijn] 1-16-2011
Systemic Surcharges and Measures of Systemic Imp.. [Berg, Sigbjørn Atle] 1-16-2011
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