4. Mathematics
  5. Probability

Noufel Frikha

Mathematics – Probability

Scientist

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Scientist

CMAP
PMA, GDF-RDD

Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Concentration Bounds for Stochastic Approximations

Mathematics – Probability
Scientific paper

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Quantization based recursive Importance Sampling

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-145922

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