ESAIM: Proceedings and Surveys

A sparse grid approach to balance sheet risk measurement

Cyril Bénézet, Jérémie Bonnefoy, Jean-François Chassagneux, Shuoqing Deng, Camilo Garcia Trillos and Lionel Lenôtre

ESAIM: ProcS, 65 (2019) 236-265

Published online: 02 April 2019

DOI: 10.1051/proc/201965236

Cyril Bénézet

Jérémie Bonnefoy

Jean-François Chassagneux

Shuoqing Deng

Camilo Garcia Trillos

Lionel Lenôtre

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)