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title
Approximation of value-at-risk problems with decision rules
author
Lepp, R.
keywords
probability functional
quantile functional
discrete convergence and stability
description
Research Report Math 106/99
publishing year
1999
identifier
http://digi.lib.ttu.ee/i/?12101
language
eng
rights
http://rightsstatements.org/vocab/InC-EDU/1.0/
institution
Eesti Teaduste Akadeemia Küberneetika Instituut
Institute of Cybernetics of the Estonian Academy of Sciences
Access limited to: TalTech network.
pdf
542 KB