E-LIB Suche - Ergebnisse für: Biagini, Francesca

1

A. Masla, Ordine dei costituenti in russo lingua straniera...:

Biagini, Francesca
Studi Slavistici. , 2024

Link: https://doi.org/10.36253..

2

The Italian-Russian Parallel Corpus of the Nacional'nyj Kor..:

Biagini, Francesca ; Maiko, Tatsiana ; Noseda, Valentina
Studi Slavistici. , 2024

Link: https://doi.org/10.36253..

3

Detecting asset price bubbles using deep learning:

Biagini, Francesca ; Gonon, Lukas ; Mazzon, Andrea.
Mathematical Finance. , 2024

Link: https://doi.org/10.1111/..

4

Liquidity Based Modeling of Asset Price Bubbles via Random ..:

Biagini, Francesca ; Mazzon, Andrea ; Meyer-Brandis, Thilo.
SIAM Journal on Financial Mathematics. 14 (2023) 4 - p. 1304-1342 , 2023

Link: https://doi.org/10.1137/..

5

Reduced-form framework for multiple ordered default times u..:

Biagini, Francesca ; Mazzon, Andrea ; Oberpriller, Katharina
Stochastic Processes and their Applications. 156 (2023) - p. 1-43 , 2023

Link: https://doi.org/10.1016/..

6

Generalized Feynman–Kac formula under volatility uncertaint:

Akhtari, Bahar ; Biagini, Francesca ; Mazzon, Andrea.
Stochastic Processes and their Applications. 166 (2023) - p. 104083 , 2023

Link: https://doi.org/10.1016/..

7

Optional projection under equivalent local martingale measu..:

Biagini, Francesca ; Mazzon, Andrea ; Perkkiö, Ari-Pekka
Finance and Stochastics. 27 (2023) 2 - p. 435-465 , 2023

Link: https://doi.org/10.1007/..

8

Neural network approximation for superhedging prices:

Biagini, Francesca ; Gonon, Lukas ; Reitsam, Thomas
Mathematical Finance. 33 (2022) 1 - p. 146-184 , 2022

Link: https://doi.org/10.1111/..

9

Extended reduced-form framework for non-life insurance:

Biagini, Francesca ; Zhang, Yinglin
Advances in Applied Probability. 54 (2022) 3 - p. 945-973 , 2022

Link: https://doi.org/10.1017/..

10

Asset price bubbles and dynamic super-replication under tra..:

Reitsam, Thomas , 2021

Link: https://nbn-resolving.de..

11

A Unified Approach to xVA with CSA Discounting and Initial ..:

Biagini, Francesca ; Gnoatto, Alessandro ; Oliva, Immacolata
SIAM Journal on Financial Mathematics. 12 (2021) 3 - p. 1013-1053 , 2021

Link: https://doi.org/10.1137/..

12

A dynamic version of the super-replication theorem under pr..:

Biagini, Francesca ; Reitsam, Thomas
Stochastic Analysis and Applications. , 2021

Link: https://doi.org/10.1080/..

13

Systemic optimal risk transfer equilibrium:

Biagini, Francesca ; Doldi, Alessandro ; Fouque, Jean-Pierre..
Mathematics and Financial Economics. 15 (2021) 2 - p. 233-274 , 2021

Link: https://doi.org/10.1007/..

14

Estimating extreme cancellation rates in life insurance:

Biagini, Francesca ; Huber, Tobias ; Jaspersen, Johannes G..
Journal of Risk and Insurance. 88 (2021) 4 - p. 971-1000 , 2021

Link: https://doi.org/10.1111/..

15

On fairness of systemic risk measures:

Biagini, Francesca ; Fouque, Jean-Pierre ; Frittelli, Marco.
Finance and Stochastics. 24 (2020) 2 - p. 513-564 , 2020

Link: https://doi.org/10.1007/..