St\'ephane Cr\'epey (LPSM (UMR\_8001))

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Papers (1)

1. A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation q-fin.CP · 2023 · author #1

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Frequent Coauthors

• Azar Louzi (LPSM (UMR\_8001)) 1 shared papers
• Noufel Frikha (CES) 1 shared papers