XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS von ABBAS-TURKI, LOKMAN A., CRÉPEY, STÉPHANE, DIALLO, BABACAR

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COUNTERPARTY RISK AND FUNDING: THE FOUR WINGS OF THE TVA von CRÉPEY, STÉPHANE, GERBOUD, RÉMI, GRBAC, ZORANA, NGOR, NATHALIE

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BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS-PART I: PRICING von Crepey, Stéphane

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BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS-PART II: CVA von Crepey, Stéphane

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Invariance times transfer properties von Crépey, Stéphane

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Multivariate Shortfall Risk Allocation and Systemic Risk von Armenti, Yannick, Crépey, Stéphane, Drapeau, Samuel, Papapantoleon, Antonis

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Quantitative reverse stress testing, bottom up von Albanese, Claudio, Crépey, Stéphane, Iabichino, Stefano

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INVARIANCE TIMES von Crépey, Stéphane, Song, Shiqi

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Counterparty risk and funding: immersion and beyond von Crépey, Stéphane, Song, Shiqi

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BSDEs of counterparty risk von Crépey, Stéphane, Song, Shiqi

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Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks von Crépey, Stéphane, Lehdili, Noureddine, Madhar, Nisrine, Thomas, Maud

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XVA analysis from the balance sheet von Albanese, Claudio, Crépey, Stéphane, Hoskinson, Rodney, Saadeddine, Bouazza

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Reflected and Doubly Reflected Bsdes with Jumps: A Priori Estimates and Comparison von Crépey, Stéphane, Matoussi, Anis

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Central Clearing Valuation Adjustment von Armenti, Yannick, Crépey, Stéphane

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When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments von Crépey, Stéphane, Sabbagh, Wissal, Song, Shiqi

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A Lévy HJM multiple-curve model with application to CVA computation von Crépey, Stéphane, Grbac, Zorana, Ngor, Nathalie, Skovmand, David

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Pathwise CVA regressions with oversimulated defaults von Abbas‐Turki, Lokman A., Crépey, Stéphane, Saadeddine, Bouazza

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XVA metrics for CCP optimization von Albanese, Claudio, Armenti, Yannick, Crépey, Stéphane

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Credit valuation adjustment compression by genetic optimization von Chataigner, Marc, Crépey, Stéphane

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Deep local volatility von Chataigner, Marc, Crépey, Stéphane, Dixon, Matthew F

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