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  1. Dupacová, Jitka [Author]; Polivka, Jan [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Stress Testing for VaR an CVaR

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2005-01-12

  2. Dupacová, Jitka [Author]; Gröwe-Kuska, Nicole [Author]; Römisch, Werner [Author] ; Higle, Julie L. [Contributor]; Römisch, Werner [Contributor]; Sen, Surrajeet [Contributor]

    Scenario reduction in stochastic programming: An approach using probability metrics

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik, 2000-08-14