Numerical computation of convex risk measures (Q1703566)
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scientific article; zbMATH DE number 6846279
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical computation of convex risk measures |
scientific article; zbMATH DE number 6846279 |
Statements
Numerical computation of convex risk measures (English)
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2 March 2018
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risk management
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convex risk measures
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entropic risk measures
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numerical calculation
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0.7628358602523804
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0.7596908807754517
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0.7495070695877075
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0.7488774657249451
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0.7461652159690857
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