Numerical computation of convex risk measures (Q1703566)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerical computation of convex risk measures
scientific article

    Statements

    Numerical computation of convex risk measures (English)
    0 references
    2 March 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    risk management
    0 references
    convex risk measures
    0 references
    entropic risk measures
    0 references
    numerical calculation
    0 references
    0 references