Books by Stéphane Crépey
Financial Modeling: A Backward Stochastic Differential Equations Perspective
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Financial Modeling: A Backward Stochastic Differential Equations Perspective
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Counterparty Risk and Funding: A Tale of Two Puzzles
Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
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XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues
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Paris-Princeton Lectures on Mathematical Finance 2010
Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov
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