Pesenti, Silvana M.
- Robust Distortion Risk Measures
2022/05/18 by Bernard, Carole, Pesenti, Silvana M., Vanduffel, Steven · 2 citations
#FOS: Economics and business #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)
- Uncertainty Propagation and Dynamic Robust Risk Measures
2023/08/24 by Moresco, Marlon, Mailhot, Mélina, Pesenti, Silvana M. · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM)