A sparse grid approach to balance sheet risk measurementCyril Bénézet, Jérémie Bonnefoy, Jean-François Chassagneux, Shuoqing Deng, Camilo Garcia Trillos and Lionel LenôtreESAIM: ProcS, 65 (2019) 236-265DOI: https://doi.org/10.1051/proc/201965236
