Gabriele Visentin

Gabriele Visentin

Universität Zürich - Zurich / Switzerland
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1093491
University of Zurich
person_outline Gabriele Visentin's MOST POPULAR ARTICLES
1-) A climate stress-test of the financial systemS Battiston, A Mandel, I Monasterolo, F Schütze, G VisentinNature Climate Change 7 (4), 283-288, 20176572017
2-) Network valuation in financial systemsP Barucca, M Bardoscia, F Caccioli, M D\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'Errico, G Visentin, G Caldarelli, ...Mathematical Finance 30 (4), 1181-1204, 20201042020
3-) Rethinking financial contagionG Visentin, S Battiston, M D\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\'ErricoarXiv preprint arXiv:1608.07831, 2016282016
4-) A default system with overspilling contagionD Coculescu, G VisentinFrontiers of Mathematical Finance 3 (1), 127-162, 20243*2024
5-) Mod-Poisson approximation schemes: Applications to credit riskPL Méliot, A Nikeghbali, G VisentinarXiv preprint arXiv:2211.04436, 202212022