An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
| Year of publication: |
2010
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|---|---|
| Authors: | Roorda, Berend |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 181.2010, 1, p. 463-484
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