Avoiding zero probability events when computing Value at Risk contributions

28 April 2020

Papers citing "Avoiding zero probability events when computing Value at Risk contributions"

3 / 3 papers shown

Title
Generative Modeling by Estimating Gradients of the Data Distribution Yang Song Stefano Ermon SyDa DiffM 121 3,803 0 12 Jul 2019
A Spectral Approach to Gradient Estimation for Implicit Distributions Jiaxin Shi Shengyang Sun Jun Zhu 42 90 0 07 Jun 2018
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models Rodrigo S. Targino G. Peters P. Shevchenko 49 28 0 05 Oct 2014