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Simulation of (nested/extreme) risks in finance: regression Monte-Carlo, MCMC, stochastic algorithms

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https://cel.archives-ouvertes.fr/cel-01692008
Contributor : Emmanuel Gobet <>
Submitted on : Wednesday, January 24, 2018 - 3:10:41 PM
Last modification on : Thursday, March 5, 2020 - 6:35:57 PM
Long-term archiving on: : Thursday, May 24, 2018 - 10:22:21 PM

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Emmanuel Gobet. Simulation of (nested/extreme) risks in finance: regression Monte-Carlo, MCMC, stochastic algorithms. Doctoral. France. 2018. ⟨cel-01692008⟩

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