A Worst-Case Risk Measure by G-VaR
Zi-ting PEI, Xi-shun WANG, Yu-hong XU, Xing-ye YUE
应用数学学报(英文版) ›› 2021, Vol. 37 ›› Issue (2) : 421-440.
A Worst-Case Risk Measure by G-VaR
A Worst-Case Risk Measure by G-VaR
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |