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"Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band ..."

José Pablo Arias-Nicolás et al. (2024)

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DOI: 10.3390/AXIOMS13020077

access: open

type: Journal Article

metadata version: 2024-04-15

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  - https://dblp.org/rec/journals/axioms/AriasNicolasPPS24
José Pablo Arias-Nicolás, María Isabel Parra, Mario Martínez Pizarro, Eva L. Sanjuán:
Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors. Axioms 13(2): 77 (2024)

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