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"Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions."

Meng Xu, José Miguel Angulo (2019)

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DOI: 10.3390/E21070634

access: open

type: Journal Article

metadata version: 2023-09-29

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  - journals/entropy/XuA19
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  - https://dblp.org/rec/journals/entropy/XuA19
Meng Xu, José Miguel Angulo:
Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions. Entropy 21(7): 634 (2019)

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