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DC programming and DCA for globally solving the value-at-risk

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https://hal.univ-lorraine.fr/hal-01636750
Contributor : Hoai An Le Thi <>
Submitted on : Thursday, November 16, 2017 - 10:37:29 PM
Last modification on : Wednesday, May 26, 2021 - 7:42:03 PM

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Tao Pham Dinh, Canh Nam Nguyen, Hoai An Le Thi. DC programming and DCA for globally solving the value-at-risk. Computational Management Science, Springer Verlag, 2009, 6 (4), pp.477 - 501. ⟨10.1007/s10287-009-0099-2⟩. ⟨hal-01636750⟩

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