Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
Crossref DOI link: https://doi.org/10.1007/s10479-016-2354-6
Published Online: 2016-11-23
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shang, Danjue
Kuzmenko, Victor
Uryasev, Stan
License valid from 2016-11-23