Thilo Meyer-Brandis

According to our database, Thilo Meyer-Brandis authored at least 9 papers between 2005 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Computing Systemic Risk Measures with Graph Neural Networks.

Lukas Gonon, Thilo Meyer-Brandis, Niklas Weber

CoRR, 2024

2023

Liquidity Based Modeling of Asset Price Bubbles via Random Matching.

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller

SIAM J. Financial Math., December, 2023

2022

Suffocating Fire Sales.

Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter

SIAM J. Financial Math., 2022

2019

Managing Default Contagion in Inhomogeneous Financial Networks.

Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter

SIAM J. Financial Math., 2019

Financial Asset Bubbles in Banking Networks.

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis

SIAM J. Financial Math., 2019

Bootstrap Percolation in Directed Inhomogeneous Random Graphs.

Thilo Meyer-Brandis, Nils Detering, Konstantinos Panagiotou

Electron. J. Comb., 2019

2018

Liquidity Induced Asset Bubbles via Flows of ELMMs.

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis

SIAM J. Financial Math., 2018

2017

Computing deltas without derivatives.

D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl

Finance Stochastics, 2017

2005

The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps.

Fred E. Benth, Thilo Meyer-Brandis

Finance Stochastics, 2005