DOLDI, ALESSANDRO
DOLDI, ALESSANDRO
Dipartimento di Matematica Federigo Enriques
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Risultati 1 - 10 di 10 (tempo di esecuzione: 0.01 secondi).
On entropy martingale optimal transport theory
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?
2024 A. Doldi, M. Frittelli, E. Rosazza Gianin
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
Multivariate systemic risk measures and computation by deep learning algorithms
2023 A. Doldi, Y. Feng, J. Fouque, M. Frittelli
Multivariate systemic optimal risk transfer equilibrium
2022 A. Doldi, M. Frittelli
Real-valued systemic risk measures
2021 A. Doldi, M. Frittelli
EQUILIBRIUM, SYSTEMIC RISK MEASURES AND OPTIMAL TRANSPORT: A CONVEX DUALITY APPROACH
2021 A. Doldi
Conditional Systemic Risk Measures
2021 A. Doldi, M. Frittelli
Systemic optimal risk transfer equilibrium
2021 F. Biagini, A. Doldi, J. Fouque, M. Frittelli, T. Meyer-Brandis