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VaR and CVaR Estimate Based on Distributed Parallel Algorit..:

, In: 2012 11th International Symposium on Distributed Computing and Applications to Business, Engineering & Science,
Fu, Shu-Huan ; Cao, Jia-He - p. 241-242 , 2012
Link: https://doi.org/10.1109/DCABES.2012.73