OBERPRILLER, KATHARINA
OBERPRILLER, KATHARINA
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.016 secondi).
Convergence of a Deep BSDE solver with jumps
2025-01-01 Gnoatto, Alessandro; Oberpriller, Katharina; Picarelli, Athena
Generalized Feynman-Kac formula under volatility uncertainty
2023-01-01 Akhtari, B; Biagini, F; Mazzon, A; Oberpriller, K
Liquidity Based Modeling of Asset Price Bubbles via Random Matching
2023-01-01 Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo; Oberpriller, Katharina
Multi-dimensional fractional Brownian motion in the G-setting
2025-01-01 Biagini, F; Mazzon, A; Oberpriller, K
Reduced-form framework for multiple ordered default times under model uncertainty
2023-01-01 Biagini, F; Mazzon, A; Oberpriller, K
When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization
2025-01-01 Biagini, Francesca; Gnoatto, Alessandro; Oberpriller, Katharina
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Convergence of a Deep BSDE solver with jumps | 1-gen-2025 | Gnoatto, Alessandro; Oberpriller, Katharina; Picarelli, Athena | |
| Generalized Feynman-Kac formula under volatility uncertainty | 1-gen-2023 | Akhtari, B; Biagini, F; Mazzon, A; Oberpriller, K | |
| Liquidity Based Modeling of Asset Price Bubbles via Random Matching | 1-gen-2023 | Biagini, Francesca; Mazzon, Andrea; Meyer-Brandis, Thilo; Oberpriller, Katharina | |
| Multi-dimensional fractional Brownian motion in the G-setting | 1-gen-2025 | Biagini, F; Mazzon, A; Oberpriller, K | |
| Reduced-form framework for multiple ordered default times under model uncertainty | 1-gen-2023 | Biagini, F; Mazzon, A; Oberpriller, K | |
| When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization | 1-gen-2025 | Biagini, Francesca; Gnoatto, Alessandro; Oberpriller, Katharina |