Central Clearing Valuation Adjustment. - Yannick Armenti; Stéphane Crépey (SIAM J. Financial Math., 2017)

Multivariate Shortfall Risk Allocation and Systemic Risk. - Yannick Armenti; Stéphane Crépey; Samuel Drapeau; Antonis Papapantoleon (SIAM J. Financial Math., 2018)