Acceptability indices of performance for bounded càdlàg processes (Q5086526)
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scientific article; zbMATH DE number 7553696
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Acceptability indices of performance for bounded càdlàg processes |
scientific article; zbMATH DE number 7553696 |
Statements
Acceptability indices of performance for bounded càdlàg processes (English)
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5 July 2022
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acceptability indices
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càdlàg processes
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Banach lattice
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intra-horizon risk
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performance measures for processes
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RAROC
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0.738007128238678
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0.7359820604324341
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0.7283603549003601
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0.7220777869224548
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0.7169182896614075
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