Gobet, Emmanuel <br/><br/>
MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ 
 Risk-based Capital requirements and optimal liquidation in a stress scenario/  Lakshithe Wagalath. 
Emmanuel Gobet. 
 - Rio de Janeiro:  IMPA,  2016. 
 - video online 
<br/><br/> 2 Talks (2nd @ 00:40:10). 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Matematica.
<br/><br/><label>Dewey Class. No.: </label>cs