Christophette Blanchet-Scalliet (ICJ)

Identifiers

• name variant Christophette Blanchet-Scalliet (ICJ) 0.60 · backfill

Papers (4)

1. Risk assessment using suprema data math.PR · 2017 · author #1
2. Credit risk premia and quadratic BSDEs with a single jump q-fin.PR · 2009 · author #2
3. Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon q-fin.CP · 2008 · author #1
4. Counterparty risk valuation for CDS q-fin.PR · 2008 · author #1

Mentions

• 0907.1221 #2 · backfill · confidence 0.70 Christophette Blanchet-Scalliet (ICJ)
• 0811.4039 #1 · backfill · confidence 0.70 Christophette Blanchet-Scalliet (ICJ)
• 0807.0309 #1 · backfill · confidence 0.70 Christophette Blanchet-Scalliet (ICJ)

Frequent Coauthors

• Anne Eyraud-Loisel (SAF) 2 shared papers
• Diana Dorobantu (SAF) 1 shared papers
• Fr\'ed\'eric Patras (JAD) 1 shared papers
• Laura Gay (ICJ) 1 shared papers
• Manuela Royer-Carenzi (LATP) 1 shared papers
• Pierre Ribereau (ICJ) 1 shared papers
• Stefan Ankirchner (Institut fur Angewandte Mathematik) 1 shared papers
• V\'eronique Maume-Deschamps (ICJ) 1 shared papers