[R-SIG-Finance] Efficient CVaR Scenario Optimization for a Large number of Scenarios
Robert Harlow
rharlow86 at gmail.com
Thu Feb 16 16:55:41 CET 2012
An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20120216/9f262238/attachment.pl>
More information about the R-SIG-Finance
mailing list