Prof. Dr. Katharina Oberpriller

For current teaching events see Teaching

• 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]
• Liquidity based modeling of asset price bubbles via random matching
  Biagini F., Mazzon A., Meyer-Brandis T., Oberpriller K.
  Forthcoming in SIAM Journal of Financial Mathematics, 2023, [arXiv]
• Non-linear affine processes with jumps
  Biagini F., Bollweg G., Oberpriller K.
  Probability, Uncertainty and Quantitative Risk, 8(2), 235-266, 2023, [arXiv]
• Generalized Feynman-Kac formula under volatility uncertainty
  Akhtari B., Biagini F., Mazzon A., Oberpriller K.
  Stochastic Processes and their Applications, 166, 2023, [arXiv]
• Reduced-form framework for multiple ordered default times under model uncertainty.
  Biagini F., Mazzon A., Oberpriller K.
  Stochastic Processes and their Applications, 156, 1-43, 2023, [arXiv]
• Reduced-form setting under model uncertainty with non-linear affine intensities
  Biagini F., Oberpriller K.
  Probability, Uncertainty and Quantitative Risk, 6(3), 159-188, 2021, [arXiv]

For more Publications & Preprints see Publications