"Derivatives and subderivatives of buffered probability of exceedance."

Tong Zhang, Stan Uryasev, Yongpei Guan (2019)

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DOI: 10.1016/J.ORL.2019.02.002

access: closed

type: Journal Article

metadata version: 2019-05-10

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Tong Zhang, Stan Uryasev, Yongpei Guan:
Derivatives and subderivatives of buffered probability of exceedance. Oper. Res. Lett. 47(2): 130-132 (2019)

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