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Florian BOURGEY (CMAP, Ecole Polytechnique) “Meta-modeling and Polynomial Chaos Expansion with applications to credit risk assessment. “

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Elena DUMITRESCU (Univ. Nanterre) “Assessing Volatility Persistence in Fractional Heston Models with Self-exciting Jumps “

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Sylvain BENOIT (Univ. Paris Dauphine) “Elicitability of Market-Based Systemic-Risk Measures”

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