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Estimation and asymptotics for buffered probability of exceedance

Estimation and asymptotics for buffered probability of exceedance

Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
  • 期刊名称European Journal of Operational Research
  • 作者Mafusalov, Alexander; Shapiro, Alexander; Uryasev, Stan
  • 印刷ISSN0377-2217
  • 文件大小1041.36KB
  • 发表时间2018-1
  • DOI10.1016/j.ejor.2018.01.021
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