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"Moment calculations for piecewise-defined functions: an application to ..."

Emanuele Borgonovo, Lorenzo A. Peccati (2010)

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DOI: 10.1007/S10479-008-0504-1

access: closed

type: Journal Article

metadata version: 2023-09-11

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Emanuele Borgonovo, Lorenzo A. Peccati:
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures. Ann. Oper. Res. 176(1): 235-258 (2010)

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