The following pages link to (Q2945115):
Displaying 6 items.
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992) (← links)
- A financially justifiable and practically implementable approach to coherent stress testing (Q5234340) (← links)
- (Q5301770) (← links)
- (Q5324635) (← links)