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isPartOf:"Computational Optimization and Applications"
~isPartOf:"Computational Management Science : CMS"
~isPartOf:"INFORMS journal on computing : JOC"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Probability theory"
~type_genre:"Article in journal"
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Probability theory
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convex optimization
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Computational Optimization and Applications
Computational Management Science : CMS
INFORMS journal on computing : JOC
Management science : journal of the Institute for Operations Research and the Management Sciences
Central European journal of operations research
1
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Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
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2
On theoretical and empirical aspects of marginal distribution choice models
Mishra, Vinit Kumar
;
Natarajan, Karthik
;
Padmanabhan, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
6
,
pp. 1511-1531
Persistent link: https://www.econbiz.de/10010381861
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