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"Numerical computation of convex risk measures."

G. I. Papayiannis, Athanasios N. Yannacopoulos (2018)

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DOI: 10.1007/S10479-016-2284-3

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - journals/anor/PapayiannisY18
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  - https://dblp.org/rec/journals/anor/PapayiannisY18
G. I. Papayiannis, Athanasios N. Yannacopoulos:
Numerical computation of convex risk measures. Ann. Oper. Res. 260(1-2): 417-435 (2018)

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