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Olivier Bardou
Publication Activity (10 Years)
Years Active: 2009-2009
Publications (10 Years): 0
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Publications
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Olivier Bardou
,
Noufel Frikha
,
Gilles Pagès
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling.
Monte Carlo Methods Appl.
15 (3) (2009)