Andrea Mazzon

MaRDI QIDQ1987785zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Detecting asset price bubbles using deep learning Mathematical Finance	2025-01-20	Paper
Liquidity Based Modeling of Asset Price Bubbles via Random Matching SIAM Journal on Financial Mathematics	2024-01-29	Paper
Generalized Feynman-Kac formula under volatility uncertainty Stochastic Processes and their Applications	2024-01-29	Paper
Multi-dimensional fractional Brownian motion in the G-setting	2023-12-19	Paper
Optional projection under equivalent local martingale measures Finance and Stochastics	2023-04-12	Paper
Reduced-form framework for multiple ordered default times under model uncertainty Stochastic Processes and their Applications	2023-01-02	Paper
On a geometric method for the identifiability of forms Bollettino dell'Unione Matematica Italiana	2020-04-15	Paper
Financial asset bubbles in banking networks SIAM Journal on Financial Mathematics	2019-07-26	Paper
Identifiability for a class of symmetric tensors Mediterranean Journal of Mathematics	2019-06-24	Paper
Liquidity induced asset bubbles via flows of ELMMs SIAM Journal on Financial Mathematics	2018-08-10	Paper

Research outcomes over time

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