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dynamicRisk.jl
Implementations of several dynamic risk measures
Julia
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0
0
Updated 3 years ago
public
rejection_DRO_RUM
Calculates samples from a DROM_RUM model using a rejection algorithm.
Julia
0
0
0
Updated 2 years ago
public
ScenTrees2.jl
Test
Julia
0
0
0
Updated a year ago
public
COVID01.jl
Modelling of COVID-19 propagation with compartment models by Günter Bärwolff
Julia
0
0
0
Updated 3 years ago
public
RiskMeasures.jl
Julia
0
0
0
Updated a year ago