Polyhedral coherent risk measures in the case of imprecise scenario estimates

Збережено в:
Бібліографічні деталі
Дата:2018
Автор: V. S. Kiriljuk
Формат: Стаття
Мова:Англійська
Опубліковано: 2018
Назва видання:Cybernetics and Systems Analysis
Онлайн доступ:http://jnas.nbuv.gov.ua/article/UJRN-0000863961
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Назва журналу:Library portal of National Academy of Sciences of Ukraine | LibNAS

Репозитарії

Library portal of National Academy of Sciences of Ukraine | LibNAS
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author_sort V. S. Kiriljuk
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spelling open-sciencenbuvgovua-263192024-02-27T21:44:08Z Polyhedral coherent risk measures in the case of imprecise scenario estimates V. S. Kiriljuk 1019-5262 2018 en Cybernetics and Systems Analysis http://jnas.nbuv.gov.ua/article/UJRN-0000863961 Article
spellingShingle Cybernetics and Systems Analysis
V. S. Kiriljuk
Polyhedral coherent risk measures in the case of imprecise scenario estimates
title Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_full Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_fullStr Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_full_unstemmed Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_short Polyhedral coherent risk measures in the case of imprecise scenario estimates
title_sort polyhedral coherent risk measures in the case of imprecise scenario estimates
url http://jnas.nbuv.gov.ua/article/UJRN-0000863961
work_keys_str_mv AT vskiriljuk polyhedralcoherentriskmeasuresinthecaseofimprecisescenarioestimates