Yannick Armenti
From MaRDI portal
Person:1622631
Available identifiers
zbMath Open armenti.yannickMaRDI QIDQ1622631
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
XVA metrics for CCP optimization | 2020-04-22 | Paper |
The sustainable Black-Scholes equations | 2018-11-19 | Paper |
Multivariate Shortfall Risk Allocation and Systemic Risk | 2018-04-16 | Paper |
Central Clearing Valuation Adjustment | 2017-06-02 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Yannick Armenti