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Eine Ebene höherGruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 9
2024
Geuchen, Benedikt; Oberpriller, Katharina und Schmidt, Thorsten
(21. September 2024):
Affine models with path-dependence under parameter uncertainty and their application in finance.
In: International Journal of Theoretical and Applied Finance, Bd. 27, Nr. 2
Oberpriller, Katharina; Ritter, Moritz und Schmidt, Thorsten
(8. August 2024):
Robust asymptotic insurance-finance arbitrage.
In: European Actuarial Journal
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; Bollweg, Georg und Oberpriller, Katharina
(2023):
Non-linear affine processes with jumps.
In: Probability, Uncertainty and Quantitative Risk, Bd. 8, Nr. 2: S. 235-266
ORCID: https://orcid.org/0000-0001-9801-5259; Bollweg, Georg und Oberpriller, Katharina
(2023):
Non-linear affine processes with jumps.
In: Probability, Uncertainty and Quantitative Risk, Bd. 8, Nr. 2: S. 235-266
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; 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.
2021
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259 und Oberpriller, Katharina
(2021):
Reduced-form setting under model uncertainty with non-linear affine intensities.
In: Probability Uncertainty and Quantitative Risk, Bd. 6, Nr. 3: S. 159-188
ORCID: https://orcid.org/0000-0001-9801-5259 und Oberpriller, Katharina
(2021):
Reduced-form setting under model uncertainty with non-linear affine intensities.
In: Probability Uncertainty and Quantitative Risk, Bd. 6, Nr. 3: S. 159-188