Azar Louzi

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Papers (2)

1. Adaptive Multilevel Stochastic Approximation of the Value-at-Risk q-fin.RM · 2024 · author #3
2. Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall q-fin.RM · 2023 · author #3

Mentions

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Frequent Coauthors

• Noufel Frikha 2 shared papers
• St\'ephane Cr\'epey 2 shared papers
• Gilles Pag\`es 1 shared papers
• Jonathan Spence 1 shared papers