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Mostrati risultati da 1 a 14 di 14
Conditional Systemic Risk Measures
2021 A. Doldi, M. Frittelli
EQUILIBRIUM, SYSTEMIC RISK MEASURES AND OPTIMAL TRANSPORT: A CONVEX DUALITY APPROACH
2021 A. Doldi
Systemic optimal risk transfer equilibrium
2021 F. Biagini, A. Doldi, J. Fouque, M. Frittelli, T. Meyer-Brandis
Real-valued systemic risk measures
2021 A. Doldi, M. Frittelli
Multivariate systemic risk measures and computation by deep learning algorithms
2023 A. Doldi, Y. Feng, J. Fouque, M. Frittelli
Entropy martingale optimal transport and nonlinear pricing–hedging duality
2023 A. Doldi, M. Frittelli
On conditional Chisini means and risk measures
2023 A. Doldi, M. Maggis
Risk sharing with deep neural networks
2024 M. Burzoni, A. Doldi, E. Monzio Compagnoni
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
Collective dynamic risk measures
2024 A. Doldi, M. Frittelli, E.R. Gianin
Multivariate systemic optimal risk transfer equilibrium
2024 A. Doldi, M. Frittelli
On entropy martingale optimal transport theory
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
Collective arbitrage and the value of cooperation
2025 F. Biagini, A. Doldi, J. Fouque, M. Frittelli, T. Meyer-Brandis
On Conditioning and Consistency for Nonlinear Functionals
2025 E. Berton, A. Doldi, M. Maggis
Mostrati risultati da 1 a 14 di 14
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