G. I. Papayiannis, Athanassios N. Yannacopoulos. Numerical computation of convex risk measures. Annals OR, 260(1-2):417-435, 2018. [doi]
@article{PapayiannisY18,
title = {Numerical computation of convex risk measures},
author = {G. I. Papayiannis and Athanassios N. Yannacopoulos},
year = {2018},
doi = {10.1007/s10479-016-2284-3},
url = {https://doi.org/10.1007/s10479-016-2284-3},
researchr = {https://researchr.org/publication/PapayiannisY18},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {260},
number = {1-2},
pages = {417-435},
}