Azar Louzi
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Adaptive multilevel stochastic approximation of the value-at-risk The Annals of Applied Probability | 2026-01-01 | Paper |
| A multilevel stochastic approximation algorithm for value-at-risk and expected shortfall estimation Finance and Stochastics | 2025-09-23 | Paper |
| Asymptotic error analysis of multilevel stochastic approximations for the value-at-risk and expected shortfall Electronic Journal of Probability | 2025-02-19 | Paper |
| Adaptive Multilevel Stochastic Approximation of the Value-at-Risk (available as arXiv preprint) | 2024-01-01 | Paper |
| Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall | 2023-11-26 | Paper |
| A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation | 2023-03-24 | Paper |
Research outcomes over time
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