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APA
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, (2018). Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison. V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts, 70-72
IEEE
Maria Ivette Gomes, Frederico Caeiro, Fernanda Figueiredo, Lígia Henriques-Rodrigues, Dinis Pestana, "Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison" in V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts, , 2018, pp. 70-72,
doi:
BIBTEX
@InProceedings{46474,
author = {Maria Ivette Gomes and Frederico Caeiro and Fernanda Figueiredo and Lígia Henriques-Rodrigues and Dinis Pestana},
title = {Mean-of-order-p Value-at-Risk Estimation: a Monte-Carlo Comparison},
booktitle = {V Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts},
year = 2018,
pages = {70-72},
address = {},
publisher = {ESTG-IPP}
}