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Decisions in economics and finance : a journal of applied mathematics
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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
On entropy martingale optimal transport theory
Doldi, Alessandro
;
Frittelli, Marco
;
Rosazza Gianin, …
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10015044783
Saved in:
3
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
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