Documents (MSC Codes)

• [Multi angle] Set-valued risk measures of non-convex portfolios / Author of the conference Molchanov, Ilya. -Marseille : CIRM
  
• [Multi angle] CVaR hedging using quantization based stochastic approximation algorithm / Author of the conference Pagès, Gilles. -Marseille : CIRM
  

Linked documents : [2 document(s)]