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Efficient VaR and CVaR Measurement via Stochastic Kriging Chen, Xi; Kim, Kyoung-Kuk, INFORMS JOURNAL ON COMPUTING, v.28, no.4, pp.629 - 644, 2016-09 |
Saddlepoint methods for conditional expectations with applications to risk management Kim, So Jung; Kim, Kyoung Kuk, BERNOULLI, v.23, no.3, pp.1481 - 1517, 2017-08 |
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