St\'ephane Cr\'epey

Identifiers

• name variant St\'ephane Cr\'epey 0.60 · backfill

Papers (4)

1. Adaptive Multilevel Stochastic Approximation of the Value-at-Risk q-fin.RM · 2024 · author #1
2. Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall q-fin.RM · 2023 · author #1
3. Counterparty Risk and Funding: The Four Wings of the TVA q-fin.RM · 2012 · author #1
4. Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison math.PR · 2008 · author #1

Mentions

• 1210.5046 #1 · backfill · confidence 0.70 St\'ephane Cr\'epey
• 0811.2276 #1 · backfill · confidence 0.70 St\'ephane Cr\'epey

Frequent Coauthors

• Azar Louzi 2 shared papers
• Noufel Frikha 2 shared papers
• Anis Matoussi 1 shared papers
• Gilles Pag\`es 1 shared papers
• Jonathan Spence 1 shared papers
• Nathalie Ngor 1 shared papers
• R\'emi Gerboud 1 shared papers
• Zorana Grbac 1 shared papers