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Azar Louzi
Azar Louzi
PhD Student, LPSM, CNRS, Université Paris Cité
Verified email at lpsm.paris - Homepage
Title
Cited by
Cited by
Year
A multilevel stochastic approximation algorithm for value-at-risk and expected shortfall estimation
S Crépey, N Frikha, A Louzi
42023
Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall
S Crépey, N Frikha, A Louzi, G Pagès
arXiv preprint arXiv:2311.15333, 2023
12023
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Articles 1–2