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Silvana M. Pesenti · Study
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Silvana M. Pesenti
4 works
· latest 2023
· 1 institutions
cluster: provisional
ORCID 0000-0002-6661-6970
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Citations
141
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Most cited in this library
Robust distortion risk measures
2023 · 50 citations
Sensitivity measures based on scoring functions
2022 · 43 citations
Robust Risk-Aware Reinforcement Learning
2022 · 31 citations
Cascade Sensitivity Measures
2018 · 17 citations
Works
4 shown
Robust distortion risk measures
Mathematical Finance
·
2023
·
3 authors
·
Open access
50
citations
Sensitivity measures based on scoring functions
European Journal of Operational Research
·
2022
·
2 authors
·
Open access
43
citations
Robust Risk-Aware Reinforcement Learning
SIAM Journal on Financial Mathematics
·
2022
·
4 authors
·
Open access
31
citations
Cascade Sensitivity Measures
Risk Analysis
·
2018
·
3 authors
·
Open access
17
citations