Worst Value-at-Risk under Known Margins
Authored by:Marius Hofert inqrmtools 0.0-17.
Source:VaR_bounds.Rmd, Vignette:VaR_bounds.html. Last updated:2020-01-13
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Authored by:Marius Hofert inqrmtools 0.0-17.
Source:VaR_bounds.Rmd, Vignette:VaR_bounds.html. Last updated:2020-01-13
.