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"CVaR distance between univariate probability distributions and ..."

Konstantin Pavlikov, Stan Uryasev (2018)

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DOI: 10.1007/S10479-017-2732-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Konstantin Pavlikov, Stan Uryasev:
CVaR distance between univariate probability distributions and approximation problems. Ann. Oper. Res. 262(1): 67-88 (2018)

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