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"Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient ..."
Jiarui Chu, Ludovic Tangpi (2024)
- Jiarui Chu, Ludovic Tangpi:
Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics. SIAM J. Financial Math. 15(2): 503-536 (2024)
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