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"Worst-Case Range Value-at-Risk with Partial Information."

Lujun Li et al. (2018)

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DOI: 10.1137/17M1126138

access: closed

type: Journal Article

metadata version: 2018-11-02

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  - https://dblp.org/rec/journals/siamfm/LiSWY18
Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang:
Worst-Case Range Value-at-Risk with Partial Information. SIAM J. Financial Math. 9(1): 190-218 (2018)

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