Yannick Armenti

Central Clearing Valuation Adjustment

Stéphane Crépey, Yannick Armenti, 2017, SIAM J. Financial Math..

Multivariate Shortfall Risk Allocation and Systemic Risk

Samuel Drapeau, Stéphane Crépey, Antonis Papapantoleon, 2015, SIAM J. Financial Math..

Multivariate Shortfall Risk Allocation

Samuel Drapeau, Stéphane Crépey, Antonis Papapantoleon, 2015 .

XVA metrics for CCP optimization

Stéphane Crépey, Claudio Albanese, Yannick Armenti, 2020 .