Derivatives and subderivatives of buffered probability of exceedance
Tong Zhang, Stan Uryasev, Yongpei Guan
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Tong ; Uryasev, Stan ; Guan, Yongpei |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 47.2019, 2, p. 130-132
|
| Subject: | Buffered probability of exceedance | CVaR | Gradient | Quasigradient | Wahrscheinlichkeitsrechnung | Probability theory | Derivat | Derivative | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2019.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012003278