Yannick Armenti

According to our database1, Yannick Armenti authored at least 2 papers between 2017 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2018
Multivariate Shortfall Risk Allocation and Systemic Risk.
SIAM J. Financial Math., 2018

2017
Central Clearing Valuation Adjustment.
SIAM J. Financial Math., 2017


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