Approximation of value-at-risk problems with decision rules (Q2724700)
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scientific article; zbMATH DE number 1618141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of value-at-risk problems with decision rules |
scientific article; zbMATH DE number 1618141 |
Statements
12 July 2001
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probability functional
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quantile functional
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discrete convergence and stability
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Approximation of value-at-risk problems with decision rules (English)
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