Group of Prof. Schmidt
In the group of Professor Schmidt the following researchers conduct research on applied stochastics, financial mathematics, insurance mathematics and related fields:
Previous members:
- Lars Niemann, promoviert 2024 zu dem Thema Nonlinear Semimartingales and Markov Processes.
- Katharina Oberpriller, seit 2023 an der Universität von Verona.
- JProf. Dr. Philipp Harms, seit 2022 Associate Professor der Mathematik an der NTU Singapore.
- Sajad Safarveisi, seit 2021 Data Scientist und Software Developer bei IONOS.
- Dr. Sandrine Gümbel, promoviert 2019 zu dem Thema
Dynamic term structure modelling – beyond the paradigm of absolute continuity - Dr. Wahid Khosrawi-Sardroud, promoviert 2019 zu dem Thema
Polynomial Semimartingales and a Deep Learning Approach to Local Stochastic Volatility Calibration - Dr. Tolulope Fadina, currently post-doc in Waterloo
- Julian Wergieluk
- Dr. Weijun Yu, promoviert 2017 zu dem Thema
“Infinite dimensional affine term structure models under incomplete information”, the thesis is available at FreiDok plus Universitätsbibliothek Freiburg - Dr. Maria Fernanda del Carmen Agoitia Hurtado, promoviert 2017 an der Universität Freiburg zu dem Thema
“Time-inhomogeneous polynomial processes in electricity spot price models”, the thesis is available at FreiDok plus Universitätsbibliothek Freiburg - Dr. Frank Gehmlich, promoviert 2013 an der TU Chemnitz zu dem Thema
“A general approach to credit risk modeling – beyond continuous characteristics”, the thesis is available at gbv.de - Dr. Ling Xu, promoviert 2011 an der Universität Leipzig, gemeinsam mit Prof. R. Frey, zu dem Thema
“On Galerkin approximations for the Zakai equations with diffusive and point process observations”.