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~subject:"Buffered probability of exceedance"
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Buffered probability of exceedance
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Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong
;
Uryasev, Stan
;
Guan, Yongpei
- In:
Operations research letters
47
(
2019
)
2
,
pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
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2
Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
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3
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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