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Lectures Year : 2018

Simulation of (nested/extreme) risks in finance: regression Monte-Carlo, MCMC, stochastic algorithms

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cel-01692008 , version 1 (24-01-2018)

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Emmanuel Gobet. Simulation of (nested/extreme) risks in finance: regression Monte-Carlo, MCMC, stochastic algorithms. Doctoral. France. 2018. ⟨cel-01692008⟩
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