Risk measures in multi-horizon scenario trees

Werner, Adrian S., Pichler, Alois, Midthun, Kjetil T., Hellemo, Lars and Tomasgard, Asgeir 2013. Risk measures in multi-horizon scenario trees. Handbook of Risk Management in Energy Production and Trading 199 , pp. 177-201. 10.1007/978-1-4614-9035-7_8

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Item Type:	Article
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Springer
ISSN:	0884-8289
Last Modified:	15 Nov 2016 05:51
URI:	https://orca.cardiff.ac.uk/id/eprint/91098

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