A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
type: Item
instance of: scholarly article
publication date: 2023-03-24T00:00:00Z
author: Stéphane Crépey
author: Noufel Frikha
author: Azar Louzi
zbMATH DE Number: 900586567
MaRDI profile type: MaRDI publication profile
has companion code repository: mlsa
description: scientific article; zbMATH DE number 900586567