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A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Crépey, Stéphane, Frikha, Noufel, Louzi, Azar
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Computational Finance Probability Risk Management 65C05, 62L20, 62G32, 91G60
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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