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~person:"Fouque, Jean-Pierre"
~subject:"Risiko"
~subject:"Risikomanagement"
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Fouque, Jean-Pierre
Lo, Andrew W.
15
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Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
Systemic optimal risk transfer equilibrium
Biagini, Francesca
;
Doldi, Alessandro
;
Fouque, Jean-Pierre
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10012500020
Saved in:
3
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
4
Handbook on systemic risk
Fouque, Jean-Pierre
(
ed.
);
Langsam, Joseph A.
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10011677991
Saved in:
5
Handbook on systemic risk
Fouque, Jean-Pierre
(
ed.
);
Langsam, Joseph A.
(
ed.
)
-
2013
Persistent link: https://www.econbiz.de/10013546793
Saved in:
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