Yannick Armenti
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| XVA metrics for CCP optimization Statistics & Risk Modeling | 2020-04-22 | Paper |
| The sustainable Black-Scholes equations | 2018-11-19 | Paper |
| Multivariate Shortfall Risk Allocation and Systemic Risk SIAM Journal on Financial Mathematics | 2018-04-16 | Paper |
| Central clearing valuation adjustment SIAM Journal on Financial Mathematics | 2017-06-02 | Paper |
Research outcomes over time
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