CRÉPEY, Stéphane, FRIKHA, Noufel, LOUZI, Azar, Laboratoire de Probabilités Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), CENTRE D’ÉCONOMIE DE LA SORBONNE (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS) und THE RESEARCH OF S. CRÉPEY HAS BENEFITED FROM THE SUPPORT OF THE CHAIR CAPITAL MARKETS TOMORROW: MODELING AND COMPUTATIONAL ISSUES UNDER THE AEGIS OF THE INSTITUT EUROPLACE DE FINANCE, a joint initiative of Laboratoire de Probabilités, Statistique et Modélisation (LPSM) / Université Paris Cité and Crédit Agricole CIB.The research of N. Frikha has benefited from the support of the Institut Europlace de Finance., 2024. A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation. CCSD.

Crépey, S., Frikha, N., Louzi, A., Laboratoire de Probabilités S. et M. (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Centre d’économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), The research of S. Crépey has benefited from the support of the Chair Capital Markets Tomorrow: Modeling and Computational Issues under the aegis of the Institut Europlace de Finance, a joint initiative of L. de P.S. et M. (LPSM) / U.P.C. and C.A.C. research of N.F. has benefited from the support of the I.E. de F., 2024. A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation. CCSD.

Crépey, S., Frikha, N., Louzi, A., Laboratoire de Probabilités S. et M. (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Centre d’économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), & The research of S. Crépey has benefited from the support of the Chair Capital Markets Tomorrow: Modeling and Computational Issues under the aegis of the Institut Europlace de Finance, a joint initiative of L. de P. S. et M. (LPSM) / U. P. C. and C. A. C. research of N. F. has benefited from the support of the I. E. de F. (2024). A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation. CCSD.

Crépey S, Frikha N, Louzi A, Laboratoire de Probabilités S et M (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Centre d’économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), The research of S. Crépey has benefited from the support of the Chair Capital Markets Tomorrow: Modeling and Computational Issues under the aegis of the Institut Europlace de Finance a joint initiative of L de PS et M (LPSM) / UPC and CAC research of NF has benefited from the support of the IE de F (2024) A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation. CCSD

Crépey, Stéphane/ Frikha, Noufel/ Louzi, Azar/ Laboratoire de Probabilités Statistique et Modélisation (LPSM (UMR_8001))/ Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité)/ Centre d’économie de la Sorbonne (CES)/ Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS)/ The research of S. Crépey has benefited from the support of the Chair Capital Markets Tomorrow: Modeling and Computational Issues under the aegis of the Institut Europlace de Finance, a joint initiative of Laboratoire de Probabilités, Statistique et Modélisation (LPSM) / Université Paris Cité and Crédit Agricole CIB.The research of N. Frikha has benefited from the support of the Institut Europlace de Finance., A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation, 2024.