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Authors and Citation

Authors

  • Georgi N. Boshnakov. Author, maintainer.

Citation

Source: DESCRIPTION

Boshnakov GN (2022). cvar: Compute Expected Shortfall and Value at Risk for Continuous Distributions. https://geobosh.github.io/cvar/ (doc), https://github.com/GeoBosh/cvar (devel). 

@Manual{,
  title = {cvar: Compute Expected Shortfall and Value at Risk for Continuous Distributions},
  author = {Georgi N. Boshnakov},
  year = {2022},
  note = {https://geobosh.github.io/cvar/ (doc), https://github.com/GeoBosh/cvar (devel)},
}