Incorporating views on marginal distributions in the calibration of risk models
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Publication:1785320
DOI10.1016/j.orl.2014.11.004zbMath1408.91194arXiv1411.0570OpenAlexW2053047390MaRDI QIDQ1785320
Karthyek R. A. Murthy, Sandeep Juneja, Santanu S. Dey
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.0570
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