Author/Creator: Virrion, Benjamin - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Virrion, Benjamin

1. Computation of expected shortfall by fast detection of worst scenarios. Issue 7 (3rd July 2021)

Authors:: Bouchard, Bruno; Reghai, Adil; Virrion, Benjamin
Journal:: Quantitative finance
Issue:: Volume 21:Issue 7(2021)
Page Start:: 1087
Record Type:: Journal Article
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