Derivatives and subderivatives of buffered probability of exceedance (Q2294283)
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scientific article; zbMATH DE number 7165765
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Derivatives and subderivatives of buffered probability of exceedance |
scientific article; zbMATH DE number 7165765 |
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Derivatives and subderivatives of buffered probability of exceedance (English)
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10 February 2020
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buffered probability of exceedance
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CVaR
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gradient
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quasigradient
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0.8219237923622131
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0.746469259262085
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0.7116169333457947
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0.6949928402900696
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0.694000244140625
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