Alessandro Doldi

Alessandro Doldi

Università degli Studi di Milano - Milano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5277535
University of Milan
person_outline Alessandro Doldi's MOST POPULAR ARTICLES
1-) Conditional systemic risk measuresA Doldi, M FrittelliSIAM Journal on Financial Mathematics 12 (4), 1459-1507, 2021112021
2-) Entropy martingale optimal transport and nonlinear pricing–hedging dualityA Doldi, M FrittelliFinance and Stochastics 27 (2), 255-304, 202382023
3-) Multivariate systemic optimal risk transfer equilibriumA Doldi, M FrittelliAnnals of Operations Research, 1-46, 202282022
4-) Systemic optimal risk transfer equilibriumF Biagini, A Doldi, JP Fouque, M Frittelli, T Meyer-BrandisMathematics and Financial Economics 15, 233-274, 202182021
5-) Multivariate systemic risk measures and computation by deep learning algorithmsA Doldi, Y Feng, JP Fouque, M FrittelliQuantitative Finance 23 (10), 1431-1444, 202342023