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Distributional robustness, stochastic divergences, and the quadrangle of risk
Rockafellar, Ralph Tyrrell - In: Computational management science 21 (2024) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10014636812
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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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Fusion of hard and soft information in nonparametric density estimation
Royset, Johannes O.; Wets, Roger J.-B. - In: European journal of operational research : EJOR 247 (2015) 2, pp. 532-547
Persistent link: https://www.econbiz.de/10011375775