minimizing cvar and var for a portfolio of derivatives.pdf 上传者：qq_54132 2020-10-07 23:29:03上传 PDF文件 490.45KB 热度 34次 S. Alexander, T. F. Coleman, and Y. Li, “Minimizing VaR and CVaR for a portfolio of derivatives,” Journal of Banking and Finance, vol. 30, no. 2, pp. 583–605, 2006. 下载地址 用户评论 更多下载 下载地址 立即下载 用户评论 发表评论
