Stéphane Crépey
Scholar

Stéphane Crépey

Google Scholar ID: msYirtsAAAAJ
Professeur de mathématiques appliquées (mathématiques financières), LaMME-Univ Evry-CNRS-Universit\'e Paris-Saclay (Université d'Evry Val d'Essonne)
backward stochastic differential equationsenlargement of filtrationsnumerical probabilitiescounterparty risk and XVA analysiscentral counterparties
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