Arshia Givi

Publication Activity (10 Years)

Years Active: 2018-2018
Publications (10 Years): 1

Top Topics

Efficient Computation

Risk Evaluation

Dimensionality Reduction

Top Venues

Risk Decis. Anal.

Publications

Noureddine Lehdili, Arshia Givi
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge. Risk Decis. Anal. 7 (3-4) (2018)