Differential equations connecting VaR and CVaR

Journal of Computational and Applied Mathematics 2017 / 6

Differential equations connecting VaR and CVaR

Balbás, Alejandro, Balbás, Beatriz, Balbás, Raquel
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Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2017.05.037
Date:
June, 2017
File:
PDF, 412 KB
english, 2017
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