Nombre de documents

3

CV de Ankush Agarwal


Pré-publication, Document de travail3 documents

  • Ankush Agarwal, Stefano De Marco, Emmanuel Gobet, Gang Liu. Study of new rare event simulation schemes and their application to extreme scenario generation. 2016. <hal-01249625>
  • Ankush Agarwal, Ronnie Sircar. Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio. 2016. <hal-01388399>
  • Ankush Agarwal, Stefano De Marco, Emmanuel Gobet, Gang Liu. Rare event simulation related to financial risks: efficient estimation and sensitivity analysis. 2015. <hal-01219616>