Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (Q3100504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Root Finding and Efficient Estimation of Convex Risk Measures |
scientific article |
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Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (English)
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24 November 2011
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convex risk measures
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shortfall risk
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stochastic approximation
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stochastic root finding
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importance sampling
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exponential twisting
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portfolio credit risk management
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