Arshia Givi

According to our database, Arshia Givi authored at least 1 paper in 2018.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2018

Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge.

Noureddine Lehdili, Arshia Givi

Risk Decis. Anal., 2018