Francesca Biagini

1. A Unified Approach to Systemic Risk Measures via Acceptance Sets
   2015/03/21 by Francesca Biagini, Biagini, Francesca, Jean‐Pierre Fouque +5 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #60A99 #91B30 #91G99 #93D99 #FOS: Economics and business #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Multi-Criteria Decision Making #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
2. Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
   2023/09/26 by Francesca Biagini, Lukas Gonon, Biagini, Francesca +3 · 1 citation
   Computer Science · Mathematics · Physics and Astronomy · #60H35 #68T07 #91G60 #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Finance (q-fin.MF) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Stochastic Gradient Optimization Techniques