A CVaR Estimation Model Based on Stable Distribution in SPAN System (Q5117918)

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scientific article; zbMATH DE number 7240086
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A CVaR Estimation Model Based on Stable Distribution in SPAN System
scientific article; zbMATH DE number 7240086

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    A CVaR Estimation Model Based on Stable Distribution in SPAN System (English)
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    26 August 2020
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    SPAN
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    stable distribution
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    CVaR
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