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    WSC
    2007
    146views Modeling And Simulation» more  WSC 2007»
    Kernel estimation for quantile sensitivities
    13 years 7 months ago
    Kernel estimation for quantile sensitivities
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    Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...
    Guangwu Liu, L. Jeff Hong
    claim paper
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