Prof. Dr. Francesca Biagini
Department of Mathematics
Office address:
Theresienstr. 39
Room B234
80333 Munich
Office hours:
By arrangement
About
- CV (PDF, 203 KB) including research interests and list of publications & preprints.
- Vice president of LMU Munich for International Affairs and Diversity since October 1, 2019.
- Corrrespondent of the Deutschen Aktuarvereinigung (DAV)
- For detailed information about the DAV courses and how to apply for DAV certificates, see DAV @ LMU Munich
- Member of the Executive Board of the Munich Risk and Insurance Center
(MRIC) at the University of Munich since 2017. - President of the Bachelier Finance Society from January 1, 2022 to December 31, 2023.
- 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