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Lectures
Simulation of (nested/extreme) risks in finance: regression Monte-Carlo, MCMC, stochastic algorithms
Cited literature [39 references]
https://cel.archives-ouvertes.fr/cel-01692008
Contributor : Emmanuel Gobet Connect in order to contact the contributor
Submitted on : Wednesday, January 24, 2018 - 3:10:41 PM
Last modification on : Monday, February 21, 2022 - 8:08:02 AM
Long-term archiving on: : Thursday, May 24, 2018 - 10:22:21 PM
Contributor : Emmanuel Gobet Connect in order to contact the contributor
Submitted on : Wednesday, January 24, 2018 - 3:10:41 PM
Last modification on : Monday, February 21, 2022 - 8:08:02 AM
Long-term archiving on: : Thursday, May 24, 2018 - 10:22:21 PM
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