Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms

Sarah Kaakaï, Anis Matoussi and Achraf Tamtalini
SIAM Journal on Financial Mathematics 15 (3) 700 (2024)
https://doi.org/10.1137/22M1539344

Liquidity Costs: A New Numerical Methodology and an Empirical Study

Christophe Michel, Victor Reutenauer, Denis Talay and Etienne Tanré
Applied Mathematical Finance 23 (1) 57 (2016)
https://doi.org/10.1080/1350486X.2016.1164608

Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

G. Fort, E. Moulines, A. Schreck and M. Vihola
SIAM Journal on Control and Optimization 54 (2) 866 (2016)
https://doi.org/10.1137/140962723

Central limit theorems for stochastic approximation with controlled Markov chain dynamics

Gersende Fort
ESAIM: Probability and Statistics 19 60 (2015)
https://doi.org/10.1051/ps/2014013