Author:
Armenti Yannick,Crépey Stéphane
Funder
EIF
Chair Markets in Transition
Federation Bancaire Francaise
Agence Nationale de la Recherche
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
21 articles.
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3. Deep Learning for Systemic Risk Measures;3rd ACM International Conference on AI in Finance;2022-10-26
4. On a CCP Model Linking Market Gaps to Defaults;SSRN Electronic Journal;2022
5. Positive XVAs;Frontiers of Mathematical Finance;2022