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Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling
by
Bardou, Olivier Aj
,
Pag
\`
es
,,
G
,
Frikha, Noufel
Year of Publication
01.12.2010
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Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling
by
Bardou, Olivier Aj
,
Frikha, Noufel
,
G Pag
\`
es
Published in
IDEAS Working Paper Series from RePEc
(01.01.2008)
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central limit theorem
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