Efficient estimation of unconditional capital by Monte Carlo simulation

  1. Ferrer, A.
  2. Casals, J.
  3. Sotoca, S.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2016

Volume: 16

Pages: 75-84

Type: Article

DOI: 10.1016/J.FRL.2015.10.010 GOOGLE SCHOLAR