An adaptive procedure for estimating coherent risk measures based on generalized scenarios
2008 ◽
Vol 11
(4)
◽
pp. 1-31
◽
2011 ◽
Vol 55
(1)
◽
pp. 144-153
2008 ◽
Vol 32
(12)
◽
pp. 2667-2673
◽
2018 ◽
Vol 54
(3)
◽
pp. 423-433
◽