Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hammouda, Chiheb Ben, Nguyen, Truong Ngoc
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Numerical Analysis Mathematical Finance Risk Management 65C05, 65D30, 42A38, 65Y20, 91G45, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.06424