![[höher]](/style/images/multi_up.png)
Eine Ebene höherGruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 11
2023
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(Dezember 2023):
Multi-dimensional fractional Brownian motion in the G-setting.
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(Dezember 2023):
Multi-dimensional fractional Brownian motion in the G-setting.
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(2023):
Reduced-form framework for multiple ordered default times under model uncertainty.
In: Stochastic Processes and their Applications, Bd. 156: S. 1-43
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(2023):
Reduced-form framework for multiple ordered default times under model uncertainty.
In: Stochastic Processes and their Applications, Bd. 156: S. 1-43
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Oberpriller, Katharina
(2023):
Liquidity Based Modeling of Asset Price Bubbles via Random Matching.
In: SIAM Journal on Financial Mathematics, Bd. 14, Nr. 4: S. 1304-1342
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Oberpriller, Katharina
(2023):
Liquidity Based Modeling of Asset Price Bubbles via Random Matching.
In: SIAM Journal on Financial Mathematics, Bd. 14, Nr. 4: S. 1304-1342
Akhtari, Bahar; Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(2023):
Generalized Feynman–Kac formula under volatility uncertainty.
In: Stochastic Processes and their Applications, Bd. 166, 104083
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Oberpriller, Katharina
(2023):
Generalized Feynman–Kac formula under volatility uncertainty.
In: Stochastic Processes and their Applications, Bd. 166, 104083
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Optional projection under equivalent local martingale measures.
In: Finance and Stochastics, Bd. 27, Nr. 2: S. 435-465
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Perkkiö, Ari-Pekka ORCID: https://orcid.org/0000-0002-9787-0330
(2023):
Optional projection under equivalent local martingale measures.
In: Finance and Stochastics, Bd. 27, Nr. 2: S. 435-465
[PDF, 1MB]
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Oberpriller, Katharina
(2023):
Supplement Liquidity based modeling of asset price bubbles via random matching.
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Oberpriller, Katharina
(2023):
Supplement Liquidity based modeling of asset price bubbles via random matching.
2022
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(Oktober 2022):
Detecting asset price bubbles using deep learning.
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(Oktober 2022):
Detecting asset price bubbles using deep learning.
2021
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Huber, Tobias ORCID: https://orcid.org/0000-0002-9894-9710; Jaspersen, Johannes G. ORCID: https://orcid.org/0000-0002-3599-8988 und Mazzon, Andrea
(2021):
Estimating extreme cancellation rates in life insurance.
In: Journal of Risk and Insurance, Bd. 88, Nr. 4: S. 971-1000
[PDF, 3MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Huber, Tobias ORCID: https://orcid.org/0000-0002-9894-9710; Jaspersen, Johannes G. ORCID: https://orcid.org/0000-0002-3599-8988 und Mazzon, Andrea
(2021):
Estimating extreme cancellation rates in life insurance.
In: Journal of Risk and Insurance, Bd. 88, Nr. 4: S. 971-1000
[PDF, 3MB]
2019
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2019):
Financial Asset Bubbles in Banking Networks.
In: SIAM Journal on Financial Mathematics, Bd. 10, Nr. 2: S. 430-465
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2019):
Financial Asset Bubbles in Banking Networks.
In: SIAM Journal on Financial Mathematics, Bd. 10, Nr. 2: S. 430-465
2018
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2018):
Liquidity Induced Asset Bubbles via Flows of ELMMs.
In: SIAM Journal on Financial Mathematics, Bd. 9, Nr. 2: S. 800-834
ORCID: https://orcid.org/0000-0001-9801-5259; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2018):
Liquidity Induced Asset Bubbles via Flows of ELMMs.
In: SIAM Journal on Financial Mathematics, Bd. 9, Nr. 2: S. 800-834
2017
Mazzon, Andrea und Pascucci, Andrea
(2017):
The forward smile in local–stochastic volatility models.
In: The Journal of Computational Finance, Bd. 20, Nr. 3: S. 1-29