Yannick Armenti

Publication Activity (10 Years)

Years Active: 2017-2018
Publications (10 Years): 2

Top Topics

Combinatorial Auctions

Domain Knowledge

Top Venues

SIAM J. Financial Math.

Publications

Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon
Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM J. Financial Math. 9 (1) (2018)
Yannick Armenti, Stéphane Crépey
Central Clearing Valuation Adjustment. SIAM J. Financial Math. 8 (1) (2017)