"Generalized deviations in risk analysis."

R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin (2006)

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DOI: 10.1007/S00780-005-0165-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Generalized deviations in risk analysis. Finance Stochastics 10(1): 51-74 (2006)

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