Black-Box CoVaR and Its Gradient Estimation

• Hao Cao

  Hao Cao

  [email protected]

  https://orcid.org/0009-0002-4500-9968

  School of Management, Fudan University, Shanghai 200433, China

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  ,
• Jian-Qiang Hu

  Corresponding Author

  Jian-Qiang Hu

  [email protected]

  https://orcid.org/0000-0003-2989-8048

  School of Management, Fudan University, Shanghai 200433, China

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  ,
• Jiaqiao Hu

  Jiaqiao Hu

  [email protected]

  https://orcid.org/0000-0002-9999-672X

  Department of Applied Mathematics and Statistics, State University of New York at Stony Brook, Stony Brook, New York 11794

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