cvar

MaRDI QIDQ90792CRANFDO

Authors Georgi N. Boshnakov

Last update 3 November 2022

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.5

Cites work

• Expected Shortfall: A Natural Coherent Alternative to Value at Risk

Cited in

(1)

• fGarch

This page was built for software: cvar