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Multivariate systemic optimal risk transfer equilibrium.
- Published in:
- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 435, doi. 10.1007/s10479-022-04652-0
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- Article
Entropy martingale optimal transport and nonlinear pricing–hedging duality.
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- Finance & Stochastics, 2023, v. 27, n. 2, p. 255, doi. 10.1007/s00780-023-00498-x
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- Article
Real-Valued Systemic Risk Measures.
- Published in:
- Mathematics (2227-7390), 2021, v. 9, n. 9, p. 1016, doi. 10.3390/math9091016
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- Article