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subject:"Theorie"
~person:"Crépey, Stéphane"
~type_genre:"Aufsatz in Zeitschrift"
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Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
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A multiple-curve HJM model of interbank risk
Crépey, Stéphane
;
Grbac, Zorana
;
Nguyen, Hai Nam
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 155-190
Persistent link: https://www.econbiz.de/10009624635
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