A Measure-Valued Differentiation Approach to Sensitivities of Quantiles
Heidergott, Bernd, Volk-Makarewicz, WarrenVolume:
41
Language:
english
Journal:
Mathematics of Operations Research
DOI:
10.1287/moor.2015.0728
Date:
February, 2016
File:
PDF, 360 KB
english, 2016