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Vadim Lesnevski Royal Bank of Scotland, Global Banking & Markets, 250 Bishopsgate, London EC2M 4AA, UK; email: vadim.lesnevski@rbos.com. Barry L. Nelson
Volume 11 / Number 4, Summer 2008 • An adaptive procedure for estimating coherent risk measures based on generalized scenarios by Vadim Lesnevski, Barry L. Nelson and Jeremy Staum
Vadim Lesnevski Royal Bank of Scotland, Global Banking & Markets, 250 Bishopsgate, London EC2M 4AA, UK; email: vadim.lesnevski@rbos.com. Barry L. Nelson
Volume 11 / Number 4, Summer 2008 An adaptive procedure for estimating coherent risk measures based on generalized scenarios by Vadim Lesnevski, Barry L. Nelson and ...
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