The Optimal Quantization Web Site
Home
Downloads
Publications
Symposium
Contact
Home
Publications
List
Filter
Export 1 results:
BibTex
Sort by:
Author
[
Title
]
Type
Year
Filters:
Keyword
is
CVaR
[Clear All Filters]
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
[
Show ALL
]
C
Olivier Bardou
,
Noufel Frikha
, and
Gilles Pagès
,
CVaR hedging using quantization based stochastic approximation algorithm
,
, 2010.
Abstract
BibTex
Download:
CVaR_hedging.pdf
(369.08 KB)