Katharina Oberpriller

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-dimensional fractional Brownian motion in the G-setting Journal of Mathematical Analysis and Applications	2025-03-24	Paper
Robust asymptotic insurance-finance arbitrage European Actuarial Journal	2024-12-05	Paper
Affine models with path-dependence under parameter uncertainty and their application in finance International Journal of Theoretical and Applied Finance	2024-11-06	Paper
Liquidity Based Modeling of Asset Price Bubbles via Random Matching SIAM Journal on Financial Mathematics	2024-01-29	Paper
Generalized Feynman-Kac formula under volatility uncertainty Stochastic Processes and their Applications	2024-01-29	Paper
Multi-dimensional fractional Brownian motion in the G-setting	2023-12-19	Paper
Non-linear affine processes with jumps Probability, Uncertainty and Quantitative Risk	2023-11-21	Paper
Reduced-form framework for multiple ordered default times under model uncertainty Stochastic Processes and their Applications	2023-01-02	Paper
Reduced-form setting under model uncertainty with non-linear affine intensities Probability, Uncertainty and Quantitative Risk	2022-06-03	Paper

Research outcomes over time

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