| A numerical scheme for the quantile hedging problem C Bénézet, JF Chassagneux, C Reisinger SIAM Journal on Financial Mathematics 12 (1), 110-157, 2021 | 11 | 2021 |
| Switching problems with controlled randomisation and associated obliquely reflected BSDEs C Bénézet, JF Chassagneux, A Richou Stochastic Processes and their Applications 144, 23-71, 2022 | 8 | 2022 |
| Learning conditional distributions on continuous spaces C Bénézet, Z Cheng, S Jaimungal arXiv preprint arXiv:2406.09375, 2024 | 4 | 2024 |
| Hedging valuation adjustment for callable claims C Bénézet, S Crépey, D Essaket arXiv preprint arXiv:2304.02479, 2023 | 2 | 2023 |
| Hedging valuation adjustment and model risk C Albanese, C Bénézet, S Crépey arXiv preprint arXiv:2205.11834, 2022 | 2 | 2022 |
| A sparse grid approach to balance sheet risk measurement C Bénézet, J Bonnefoy, JF Chassagneux, S Deng, CG Trillos, L Lenôtre ESAIM: Proceedings and Surveys 65, 236-265, 2019 | 1 | 2019 |
| Handling model risk with XVAs C Bénézet, S Crépey Frontiers of Mathematical Finance 3 (4), 490-519, 2024 | | 2024 |
| An optimal transport approach for the multiple quantile hedging problem C Bénézet, JF Chassagneux, M Yang arXiv preprint arXiv:2308.01121, 2023 | | 2023 |
| Transform MCMC schemes for sampling intractable factor copula models C Bénézet, E Gobet, R Targino Methodology and Computing in Applied Probability 25 (1), 13, 2023 | | 2023 |
