Alessandro Doldi

Available identifiers

zbMath Open doldi.alessandroMaRDI QIDQ829330

List of research outcomes

Publication	Date of Publication	Type
Collective dynamic risk measures	2024-11-26	Paper
On entropy martingale optimal transport theory	2024-08-01	Paper
Multivariate systemic optimal risk transfer equilibrium	2024-06-04	Paper
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?	2024-01-29	Paper
Multivariate systemic risk measures and computation by deep learning algorithms	2023-11-07	Paper
On conditional Chisini means and risk measures	2023-04-28	Paper
Entropy martingale optimal transport and nonlinear pricing-hedging duality	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	2021-12-02	Paper
Systemic optimal risk transfer equilibrium	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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