To cite this publication :
Laurence Carassus, Simone Scotti: Stochastic Sensitivity Study for Optimal Credit Allocation. Dans: Monique Jeanblanc Caroline Hillairet, Ying Jiao (Ed.): Arbitrage, Credit and Informational Risks, vol. Volume 5 - Arbitrage, Credit and Informa, p. 147-168, World Scientific, 2014, ISBN: 978-981-4602-06-8.