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"Estimation and asymptotics for buffered probability of exceedance."

Alexander Mafusalov, Alexander Shapiro, Stan Uryasev (2018)

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DOI: 10.1016/J.EJOR.2018.01.021

access: closed

type: Journal Article

metadata version: 2023-05-26

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  - https://dblp.org/rec/journals/eor/MafusalovSU18
Alexander Mafusalov, Alexander Shapiro, Stan Uryasev:
Estimation and asymptotics for buffered probability of exceedance. Eur. J. Oper. Res. 270(3): 826-836 (2018)

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