Pages that link to "Item:Q4967869"
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The following pages link to Stochastic approximation schemes for economic capital and risk margin computations (Q4967869):
Displaying 7 items.
- Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
- Analytical expression of the expected values of capital at voting in the stochastic environment (Q2457525) (← links)
- Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (Q3100504) (← links)
- XVA analysis from the balance sheet (Q5014178) (← links)
- When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments (Q5112532) (← links)
- Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion (Q5119639) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)