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R

Rearrangement Algorithm

Project information

Python implementation of the rearrangement algorithm to find bounds of functions of dependent risks, e.g., best- and worst-case value-at-risk (VaR).

Rearrangemen... dependent risks Quantitative...

49 Commits
2 Branches
2 Tags

README
GNU GPLv3
CHANGELOG
GitLab Pages

Created on

December 14, 2020

Copy SSH clone URLgit@gitlab.com:klb2/rearrangement-algorithm.git
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