Original language | English |
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Pages (from-to) | 1-31 |
Journal | Journal of Computational Finance |
Volume | 11 |
State | Published - 2008 |
An Adaptive Procedure for Estimating Coherent RiskMeasures based on Generalized Scenarios
V. Lesnevski, B. L. Nelson, J. Staum
Research output: Contribution to journal › Article › peer-review