APA (7th ed.) Citation

Scott, A., & Metzler, A. (2015). A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models. Insurance, mathematics & economics, 64, 279-293. https://doi.org/10.1016/j.insmatheco.2015.06.001

Chicago Style (17th ed.) Citation

Scott, Alexandre, and Adam Metzler. "A General Importance Sampling Algorithm for Estimating Portfolio Loss Probabilities in Linear Factor Models." Insurance, Mathematics & Economics 64 (2015): 279-293. https://doi.org/10.1016/j.insmatheco.2015.06.001.

MLA (9th ed.) Citation

Scott, Alexandre, and Adam Metzler. "A General Importance Sampling Algorithm for Estimating Portfolio Loss Probabilities in Linear Factor Models." Insurance, Mathematics & Economics, vol. 64, 2015, pp. 279-293, https://doi.org/10.1016/j.insmatheco.2015.06.001.