Matteo Ferrari

collaborators

3 papers

q-fin.MF2026

Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures

Matteo Ferrari, Roger J. A. Laeven, Emanuela Rosazza Gianin +1

Financial resilience concerns the rate at which a position recovers, or further deteriorates, in response to adverse conditions. As a first step, Laeven, Ferrari, Rosazza Gianin, a…

math.PR2026

Inviscid Limit of the Stochastic Hyperviscous Navier-Stokes Equations and Invariant Measures for the Euler Equations in $R^{2}$

ZdzisÅaw BrzeÅºniak, Matteo Ferrari

We prove the existence and some moment estimates for an invariant measure $I^¼$ for the two-dimensional ( $2$ D) deterministic Euler equations on the unbounded domain $R^{2}$ an…

q-fin.MF2026

Measuring Financial Resilience Using Backward Stochastic Differential Equations

Roger J. A. Laeven, Matteo Ferrari, Emanuela Rosazza Gianin +1

We introduce the resilience rate as a measure of financial resilience. It captures the expected rate at which a dynamic risk measure recovers, i.e., bounces back, when the risk-acc…

Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures

Inviscid Limit of the Stochastic Hyperviscous Navier-Stokes Equations and Invariant Measures for the Euler Equations in R2

Measuring Financial Resilience Using Backward Stochastic Differential Equations

Inviscid Limit of the Stochastic Hyperviscous Navier-Stokes Equations and Invariant Measures for the Euler Equations in $R^{2}$