Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
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Publication:993722
DOI10.1007/s10479-008-0504-1zbMath1225.90090OpenAlexW2087529786MaRDI QIDQ993722
Lorenzo A. Peccati, Emanuele Borgonovo
Publication date: 20 September 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-008-0504-1
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