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Description

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

Repository

https://gitlab.com/klb2/rearrangement-algorithm.git

Project Slug

rearrangement-algorithm

Last Built

2 years, 5 months ago passed

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Home Page

https://gitlab.com/klb2/rearrangement-algorithm

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Short URLs

rearrangement-algorithm.readthedocs.io
rearrangement-algorithm.rtfd.io

Default Version

latest

'latest' Version

master