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"Stochastic Root Finding and Efficient Estimation of Convex Risk Measures."

Jörn Dunkel, Stefan Weber (2010)

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DOI: 10.1287/OPRE.1090.0784

access: closed

type: Journal Article

metadata version: 2023-08-28

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Jörn Dunkel, Stefan Weber:
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures. Oper. Res. 58(5): 1505-1521 (2010)

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