Improved algorithms for computing worst Value-at-Risk
Hofert, Marius, Memartoluie, Amir, Saunders, David, Wirjanto, TonyМова:
english
Журнал:
Statistics & Risk Modeling
DOI:
10.1515/strm-2015-0028
Date:
January, 2017
Файл:
PDF, 2.21 MB
english, 2017