Alessandro Doldi

zbMath Opendoldi.alessandroMaRDI QIDQ829330

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
Collective dynamic risk measures Frontiers of Mathematical Finance	2024-11-26	Paper
On entropy martingale optimal transport theory Decisions in Economics and Finance	2024-08-01	Paper
Multivariate systemic optimal risk transfer equilibrium Annals of Operations Research	2024-06-04	Paper
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM Journal on Financial Mathematics	2024-01-29	Paper
Multivariate systemic risk measures and computation by deep learning algorithms Quantitative Finance	2023-11-07	Paper
On conditional Chisini means and risk measures Journal of Mathematical Analysis and Applications	2023-04-28	Paper
Entropy martingale optimal transport and nonlinear pricing-hedging duality Finance and Stochastics	2023-04-12	Paper
Risk Sharing with Deep Neural Networks	2022-12-22	Paper
On Conditional Chisini Means and Risk Measures	2022-09-22	Paper
Conditional systemic risk measures SIAM Journal on Financial Mathematics	2021-12-02	Paper
Systemic optimal risk transfer equilibrium Mathematics and Financial Economics	2021-05-05	Paper
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality	2020-05-26	Paper

Research outcomes over time

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