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Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk.

Danjue ShangVictor KuzmenkoStan Uryasev
Published in: Ann. Oper. Res. (2018)
Keyphrases
  • cash flow
  • financial institutions
  • matching algorithm
  • probability distribution
  • risk management
  • computational intelligence
  • real option
  • artificial intelligence
  • information systems
  • individual level