Publisher
Springer Berlin Heidelberg
Reference87 articles.
1. Abate, J., Whitt, W.: Numerical inversion of Laplace transforms of probability distributions. ORSA Journal of Computing 7, 36–43 (1992)
2. Abate, J., Whitt, W.: Numerical inversion of probability generating functions. Operations Research Letters 12, 245–251 (1995)
3. Acerbi, C., Tasche, D.: On the coherence of expected shortfall. Journal of Banking and Finance 26, 1487–1503 (2002)
4. Akaike, H.: Information measure and model selection. Bulletin of the International Statistical Institute 50, 277–290 (1983)
5. Artzner, P., Delbaen, F., Eber, J.M., Heath, D.: Coherent measures of risk. Mathematical Finance 9, 203–228 (1999)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献