Prof. Dr. Francesca Biagini

Department of Mathematics

Office address:

Theresienstr. 39

Room B234

80333 Munich

Office hours:

By arrangement


For current teaching events see Teaching

  • Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
    Biagini F., Gonon L., Walter N.
    Preprint, 2023 [arXiv]
  • Multi-dimensional fractional Brownian motion in the G-setting
    Biagini F., Mazzon A., Oberpriller K.
    Preprint, 2023, [arXiv]
  • Supplement to “Liquidity based modeling of asset price bubbles via random matching”
    Biagini, F. , Mazzon, A. , Meyer-Brandis, T. , Oberpriller, K. ,
    Preprint, 2022 (PDF, 370 KB)
  • Detecting asset price bubbles using deep learning
    Biagini, F. , Gonon, L. , Mazzon, A. , Meyer-Brandis, T. ,
    Preprint, 2022 [arXiv]

For more Publications & Preprints see Publications