CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694): Difference between revisions
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scientific article
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English | CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM |
scientific article |
Statements
CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (English)
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22 February 2016
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VaR
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CVaR
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stochastic approximation
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Robbins-Monro algorithm
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quantification
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