Cite
HARVARD Citation
Bouchard, B. et al. (2021). Computation of expected shortfall by fast detection of worst scenarios. Quantitative finance. 21 (7), pp. 1087-1108. [Online].
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Bouchard, B. et al. (2021). Computation of expected shortfall by fast detection of worst scenarios. Quantitative finance. 21 (7), pp. 1087-1108. [Online].