Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions

Jan 1, 2023·
Xenxo Vidal-Llana
,
Carlos Salort Sánchez
,
Vincenzo Coia
,
Montserrat Guillen
· 0 min read
Type
Publication
Available at SSRN 4351877