The Wasserstein Metric and Robustness in Risk Management
نویسندگان
چکیده
Rüdiger Kiesel 1,*, Robin Rühlicke 1, Gerhard Stahl 2 and Jinsong Zheng 2 1 Chair for Energy Trading and Finance, University of Duisburg-Essen, Campus Essen, Universitätsstraße 12, Essen 45141, Germany; [email protected] 2 Group Risk Management, Talanx AG, Riethorst 2, Hannover 30659, Germany; [email protected] (G.S.); [email protected] (J.Z.) * Correspondence: [email protected]; Tel.: +49-201-183-4963
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تاریخ انتشار 2016