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Armenti, Yannick

Co-Author Distance
Author ID: armenti.yannick Recent zbMATH articles by "Armenti, Yannick"
Published as: Armenti, Yannick
Documents Indexed: 4 Publications since 2017
Co-Authors: 5 Co-Authors with 4 Joint Publications
143 Co-Co-Authors

Co-Authors

0 single-authored
4 Crepey, Stephane
1 Albanese, Claudio
1 Drapeau, Samuel
1 Papapantoleon, Antonis
1 Zhou, Chao

Serials

2 SIAM Journal on Financial Mathematics
1 Statistics & Risk Modeling

Fields

4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)
1 Statistics (62-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 50 times in 45 Documents Cited by ▼ Year ▼
Multivariate shortfall risk allocation and systemic risk. Zbl 1408.91236
Armenti, Yannick; Crépey, Stéphane; Drapeau, Samuel; Papapantoleon, Antonis
35
2018
Central clearing valuation adjustment. Zbl 1367.91185
Armenti, Yannick; Crépey, Stéphane
10
2017
XVA metrics for CCP optimization. Zbl 1459.91211
Albanese, Claudio; Armenti, Yannick; Crépey, Stéphane
5
2020
XVA metrics for CCP optimization. Zbl 1459.91211
Albanese, Claudio; Armenti, Yannick; Crépey, Stéphane
5
2020
Multivariate shortfall risk allocation and systemic risk. Zbl 1408.91236
Armenti, Yannick; Crépey, Stéphane; Drapeau, Samuel; Papapantoleon, Antonis
35
2018
Central clearing valuation adjustment. Zbl 1367.91185
Armenti, Yannick; Crépey, Stéphane
10
2017
all cited Publications top 5 cited Publications
all top 5

Cited by 66 Authors

9 Crepey, Stephane
7 Frittelli, Marco
5 Doldi, Alessandro
5 Feinstein, Zachary
5 Rudloff, Birgit
4 Albanese, Claudio
4 Fouque, Jean-Pierre
4 Meyer-Brandis, Thilo
4 Munari, Cosimo
3 Armenti, Yannick
3 Drapeau, Samuel
3 Hu, Yijun
3 Koch Medina, Pablo
3 Xu, Huifu
2 Amini, Hamed
2 Biagini, Francesca
2 Detering, Nils
2 Kromer, Eduard
2 Minca, Andreea
2 Overbeck, Ludger
2 Panagiotou, Konstantinos D.
2 Ritter, Daniel
2 Tadese, Mekonnen
2 Wang, Wei
2 Wei, Linhai
2 Zilch, K.
1 Ararat, Çağın
1 Arduca, Maria
1 Baes, Michel
1 Bastide, Dorinel
1 Bielecki, Tomasz R.
1 Burzoni, Matteo
1 Caenazzo, Simone
1 Chataigner, Marc
1 Chen, Yanhong
1 Chessari, Jared
1 Cialenco, Igor
1 Feng, Shibi
1 Feng, Yichen
1 Filipović, Damir
1 Fissler, Tobias
1 Gaß, Maximilian
1 Glau, Kathrin
1 Hlavinová, Jana
1 Hoskinson, Rodney
1 Hu, Ruimeng
1 Ichiba, Tomoyuki
1 Kaakaï, Sarah
1 Kawai, Reiichiro
1 Klages-Mundt, Ariah
1 Ma, Tiejun
1 Mair, Maximilian
1 Matoussi, Anis
1 Papapantoleon, Antonis
1 Rosazza Gianin, Emanuela
1 Saadeddine, Bouazza
1 Shinozaki, Yuji
1 Song, Haiyan
1 Song, Shiqi
1 Tamtalini, Achraf
1 Weber, Stefan
1 Yamada, Toshihiro
1 Zeng, Xianfu
1 Zhang, Sainan
1 Zhang, Yuan
1 Zorzi, Federico
all top 5

Cited in 18 Serials

11 SIAM Journal on Financial Mathematics
4 Finance and Stochastics
4 Mathematics and Financial Economics
3 European Journal of Operational Research
3 Quantitative Finance
3 Statistics & Risk Modeling
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 Mathematical Methods of Operations Research
2 Frontiers of Mathematical Finance
1 Insurance Mathematics & Economics
1 Mathematical Finance
1 Optimization Methods & Software
1 International Journal of Theoretical and Applied Finance
1 Computational Management Science
1 Journal of Industrial and Management Optimization
1 Probability Surveys
1 Probability, Uncertainty and Quantitative Risk
all top 5

Cited in 11 Fields

42 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Probability theory and stochastic processes (60-XX)
5 Statistics (62-XX)
3 Computer science (68-XX)
3 Operations research, mathematical programming (90-XX)
2 Real functions (26-XX)
2 Functional analysis (46-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Numerical analysis (65-XX)
1 Systems theory; control (93-XX)

Citations by Year