Prof. Dr. Katharina Oberpriller
Department of Mathematics
Office address:
Theresienstr. 39
Room B226
80333 Munich
About
Since October 2023 I am a deputy professor in the working group of Financial and Insurance Mathematics at LMU. I am particularly interested in topics dealing with model uncertainty and the modeling of insurance and credit risk markets.
- Multi-dimensional fractional Brownian motion in the G-setting
Biagini F., Mazzon A., Oberpriller K.
Preprint, 2023, [arXiv] - Robust asymptotic insurance-finance arbitrage
Oberpriller K., Ritter M., Schmidt T.
Preprint, 2022, [arXiv] - Classical and deep pricing for path- dependent options in non-linear generalized affine models
Geuchen B., Oberpriller K., Schmidt T.
Preprint, 2022, [arXiv] - Supplement to Liquidity based modeling of asset price bubbles via random matching
Biagini F., Mazzon A., Meyer-Brandis T., Oberpriller K.
Preprint, 2023, [arXiv]
For more Publications & Preprints see Publications