"Differential equations connecting VaR and CVaR."

Alejandro Balbás, Beatriz Balbás, Raquel Balbás (2017)

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DOI: 10.1016/J.CAM.2017.05.037

access: closed

type: Journal Article

metadata version: 2020-02-20

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Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Differential equations connecting VaR and CVaR. J. Comput. Appl. Math. 326: 247-267 (2017)

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