Tong Zhang, Stan Uryasev, Yongpei Guan. Derivatives and subderivatives of buffered probability of exceedance. Oper. Res. Lett., 47(2):130-132, 2019. [doi]
@article{ZhangUG19,
title = {Derivatives and subderivatives of buffered probability of exceedance},
author = {Tong Zhang and Stan Uryasev and Yongpei Guan},
year = {2019},
doi = {10.1016/j.orl.2019.02.002},
url = {https://doi.org/10.1016/j.orl.2019.02.002},
researchr = {https://researchr.org/publication/ZhangUG19},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {47},
number = {2},
pages = {130-132},
}