Simulation of Coherent Risk Measures Based on Generalized Scenarios
| Year of publication: |
2007
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|---|---|
| Authors: | Lesnevski, Vadim ; Nelson, Barry L. ; Staum, Jeremy |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 53.2007, 11, p. 1756-1769
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