Noufel Frikha

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Papers (5)

1. Adaptive Multilevel Stochastic Approximation of the Value-at-Risk q-fin.RM · 2024 · author #2
2. Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall q-fin.RM · 2023 · author #2
3. Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals math.PR · 2017 · author #1
4. On the weak approximation of a skew diffusion by an Euler-type scheme math.PR · 2016 · author #1
5. On the first hitting times of one dimensional elliptic diffusions math.PR · 2016 · author #1

Mentions

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Frequent Coauthors

• Azar Louzi 2 shared papers
• Libo Li 2 shared papers
• St\'ephane Cr\'epey 2 shared papers
• Arturo Kohatsu-Higa 1 shared papers
• Gilles Pag\`es 1 shared papers
• Jonathan Spence 1 shared papers