Utility-based shortfall risk: Efficient computations via...

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Utility-based shortfall risk: Efficient computations via Monte Carlo

Hu, Zhaolin, Zhang, Dali
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Language:
english
Journal:
Naval Research Logistics (NRL)
DOI:
10.1002/nav.21814
Date:
November, 2018
File:
PDF, 572 KB
english, 2018
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