Fully Flexible Extreme Views

Entropy Pooling for extreme views on CVaR
Aktualisiert 9. Mai 2011

Lizenz anzeigen

To walk through the code and for a thorough description, refer to
A. Meucci, D. Ardia, S.Keel (2010) "Fully Flexible Extreme Views",

Latest version of article and code available at http://symmys.com/node/159

Zitieren als

Attilio Meucci (2024). Fully Flexible Extreme Views (https://www.mathworks.com/matlabcentral/fileexchange/26478-fully-flexible-extreme-views), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2009a
Kompatibel mit allen Versionen
Windows macOS Linux

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Version Veröffentlicht Versionshinweise

updated references