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~isPartOf:"Mathematics of operations research"
~person:"Boonen, Tim J."
~person:"Laeven, Roger J. A."
~person:"Vanduffel, Steven"
~subject:"Abteilung"
~subject:"Allocation"
~subject:"Risk"
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TWO-COMPONENT EXTREME VALUE DI...
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Boonen, Tim J.
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Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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