Stephane Crepey

Identifiers

• name variant Stephane Crepey 0.60 · backfill

Papers (2)

1. Multivariate Shortfall Risk Allocation and Systemic Risk q-fin.RM · 2015 · author #2
2. Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments q-fin.MF · 2015 · author #1

Mentions

• 1507.05351 #2 · backfill · confidence 0.70 Stephane Crepey
• 1502.07397 #1 · backfill · confidence 0.70 Stephane Crepey

Frequent Coauthors

• Andrea Macrina 1 shared papers
• Antonis Papapantoleon 1 shared papers
• David Skovmand 1 shared papers
• Samuel Drapeau 1 shared papers
• Tuyet Mai Nguyen 1 shared papers
• Yannick Armenti 1 shared papers