Cyril Bénézet

Available identifiers

zbMath Open benezet.cyrilMaRDI QIDQ2066957

List of research outcomes

Publication	Date of Publication	Type
An optimal transport approach for the multiple quantile hedging problem	2023-08-02	Paper
Transform MCMC schemes for sampling intractable factor copula models	2023-07-04	Paper
Hedging Valuation Adjustment for Callable Claims	2023-04-04	Paper
Hedging Valuation Adjustment and Model Risk	2022-05-24	Paper
Switching problems with controlled randomisation and associated obliquely reflected BSDEs	2022-01-17	Paper
A Numerical Scheme for the Quantile Hedging Problem	2021-03-11	Paper
A sparse grid approach to balance sheet risk measurement	2019-07-11	Paper

Research outcomes over time

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