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ECONIS (ZBW)
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The nested Sinkhorn divergence to learn the nested distance
Pichler, Alois
;
Weinhardt, Michael
- In:
Computational management science
19
(
2022
)
2
,
pp. 269-293
Persistent link: https://www.econbiz.de/10013262693
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An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
;
Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
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Entropy based risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 223-236
Persistent link: https://www.econbiz.de/10012239544
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