@article{EP_2019_65_a10,
     author = {Cyril B\'en\'ezet and J\'er\'emie Bonnefoy and Jean-Fran\c{c}ois Chassagneux and Shuoqing Deng and Camilo Garcia Trillos and Lionel Len\^otre},
     title = {A sparse grid approach to balance sheet risk measurement},
     journal = {ESAIM. Proceedings},
     pages = {236--265},
     publisher = {mathdoc},
     volume = {65},
     year = {2019},
     doi = {10.1051/proc/201965236},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201965236/}
}