Thilo Meyer-Brandis

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 7

Top Topics

Complex Networks

Uniformly Distributed

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Electron. J. Comb.

Publications

Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller
Liquidity Based Modeling of Asset Price Bubbles via Random Matching. SIAM J. Financial Math. 14 (4) (2023)
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter
Suffocating Fire Sales. SIAM J. Financial Math. 13 (1) (2022)
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter
Managing Default Contagion in Inhomogeneous Financial Networks. SIAM J. Financial Math. 10 (2) (2019)
Thilo Meyer-Brandis, Nils Detering, Konstantinos Panagiotou
Bootstrap Percolation in Directed Inhomogeneous Random Graphs. Electron. J. Comb. 26 (3) (2019)
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis
Financial Asset Bubbles in Banking Networks. SIAM J. Financial Math. 10 (2) (2019)
Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis
Liquidity Induced Asset Bubbles via Flows of ELMMs. SIAM J. Financial Math. 9 (2) (2018)
D. Baños, Thilo Meyer-Brandis, F. Proske, S. Duedahl
Computing deltas without derivatives. Finance Stochastics 21 (2) (2017)
Fred E. Benth, Thilo Meyer-Brandis
The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps. Finance Stochastics 9 (4) (2005)