Samuel Drapeau

activity

20112026

most citedThe algebra of conditional sets and the concepts of conditional topology and compactness

42 citations · 108 across the 17 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.AP2022

Extremal of Log-Sobolev Functionals and Li-Yau Estimate on $RCD^{*} (K, N)$ Spaces

Samuel Drapeau, Liming Yin

In this work, we study the extremal functions of the log-Sobolev functional on compact metric measure spaces satisfying the $RCD^{*} (K, N)$ condition for $K$ in $R$ …

q-fin.RM2022

Derivatives Risks as Costs in a One-Period Network Model

Dorinel Bastide, Stéphane Crépey, Samuel Drapeau +1

We present a one-period XVA model encompassing bilateral and centrally cleared trading in a unified framework with explicit formulas for most quantities at hand. We illustrate poss…

Extremal of Log-Sobolev Functionals and Li-Yau Estimate on RCD∗(K,N) Spaces

Derivatives Risks as Costs in a One-Period Network Model

Extremal of Log-Sobolev Functionals and Li-Yau Estimate on $RCD^{*} (K, N)$ Spaces