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researcher

Gabriele Visentin

6 papers hereh-index 31.1k citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.RM2
  • math.PR1
  • q-fin.MF1
same name
  • Gabriele Visentin — 3 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162022
most citedNetwork Valuation in Financial Systems

103 citations · 103 across the 4 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.MF2017

A default system with overspilling contagion

Delia Coculescu, Gabriele Visentin

In classical contagion models, default systems are Markovian conditionally on the observation of their stochastic environment, with interacting intensities. This necessitates that…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.