Approximation of value-at-risk problems with decision rules
autor
vastutusandmed
R.Lepp
allikas
Probabilistic constrained optimization : methodology and applications
ilmumiskoht
Dordrecht
kirjastus/väljaandja
ilmumisaasta
leheküljed
? p
märksõna
keel
inglise
Lepp, R. Approximation of value-at-risk problems with decision rules // Probabilistic constrained optimization : methodology and applications. Dordrecht : Kluwer Academic Publishers, 2000. ? p.