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» Published on 26. Januar 2022

Prof. Dr. Jukka Lempa visits IMW

Prof. Dr. Jukka Lempa from the Department of Mathematics and Statistics of University of Turku, Finland, is visiting the IMW from January 24 to February 4. In this context, he will...

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Category Forschung

» Published on 20. Januar 2022

Annika Kemper gives a talk at FiME seminar

On Friday, January 21, 2022, Annika Kemper gives a presentation at the Séminaire commun FDD-FiME in Paris. The title of her presentation is: "Linear Quadratic Principal Multi-Ag...

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Category Forschung

Tags: talk

» Published on 19. Januar 2022

New paper by G. Ferrari, H. Li and F. Riedel accepted for publication

The paper "Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty" by G. Ferrari, H. Li and F. Riedel has been accepted for publication on Advances in A...

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Category Forschung

Tags: paper

» Published on 18. Januar 2022

Julian Hölzermann gives a talk at TU Graz

Julian Hölzermann gives a talk at TU Graz on January 19, 2022, entitled "Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty" .

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Category Forschung

Tags: talk

» Published on 14. Januar 2022

New paper by Giorgio Ferrari accepted for publication

The paper "Nonlinear Filtering of Partially Observed Systems arising in Singular Stochastic Optimal Control" by Giorgio Ferrari (joint with Alessandro Calvia) has been accepted f...

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Category Forschung

Tags: paper

» Published on 13. Januar 2022

Patrick Beissner for Visiting Research at IMW

Prof. Dr. Patrick Beissner from the Austrlien National University will be visiting IMW as a guest scientist starting on January 15. In context of the SFB 1283 (project C4) he will ...

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Category Forschung

» Published on 12. Januar 2022

Max Nendel gives a talk in the Berlin Probability Colloquium

Max Nendel gives a talk in the Berlin Probability Colloquium of the International Research Training Group (IRTG) 2544 "Stochastic Analysis in Interaction“ on January 12th, 2022. T...

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Category Forschung

Tags: talk

» Published on 12. Januar 2022

New article by Max Nendel

The Paper "Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems" of Max Nendel and Michael Röckner has been accepted f...

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Category Forschung

» Published on 4. Januar 2022

Frank Riedel Visiting Professor in China

Frank Riedel has received the honor to be a visiting Chair Professor at Shandong University in Jinan, China for the period 2022-2024. The visiting professorship will strengthen the...

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Category Forschung

» Published on 1. Januar 2022

Gerrit Bauch receives DAAD&BGTS scholarship

Gerrit Bauch has been awarded a DAAD scholarship as well as a BGTS mobility grant for a five-month research stay at the "University of Arizona" . He will be working with his secon...

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Category Forschung

Tags: scholarship

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