Simone Pavarana

• simone.pavarana@
  stochastik.uni-freiburg.de

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• Telefon: +49 – 761 – 203 – 5670
  Fax: +49 – 761 – 203 – 5661

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• Adresse:

  Abteilung für Mathematische Stochastik
  Albert-Ludwigs-Universität Freiburg
  Ernst-Zermelo-Straße 1
  79104 Freiburg i. Br. (Germany)
  
  Raum: 223

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I am currently a Ph.D. student under the supervision of Thorsten Schmidt in the project ReScale Responsable and Scalable Learning for Robots Assisting Humans, funded by the Carl-Zeiss-Stiftung.

Research Subjects

• Financial Mathematics and Mathematical Economics
• Stochastic Filtering with Set-Valued Observations
• Term Structure Modelling
• Affine Processes with Stochastic Discontinuities
• Mean Field Games
• Economic Analyisis of Climate Risk
• Risk Management of AI products

Wietere News

_{Der SFB „Small Data“ mit PIs Angelika Rohde, Peter Pfaffelhuber und Thorsten Schmidt wird von der DFG mit 12 Mio EUR gefördert.}