Statistics
Publications
2
Citations
30
H-Index
2
Active since
2017
Affiliations
Yannick Armenti is an author at Laboratoire de Mathématiques et Modélisation d'Évry specializing in business, financial economics, and financial risk.
Publications per year
2017–2020
2
2
Central Clearing Valuation Adjustment
Yannick Armenti, Stéphane Crépey · SIAM Journal on Financial Mathematics · 2017 · 20 citations · Full text
XVA metrics for CCP optimization
Claudio Albanese, Yannick Armenti, Stéphane Crépey · Statistics & Risk Modeling · 2020 · 10 citations
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