93 Infos zu Dörte Kreher

9 Aktuelle Nachrichten

Dörte Kreher : University of Zurich: Noemi Kurt : TU Berlin: Viviana Letizia : University of Rome La Sapienza: Alexa Manger : University of Duisburg-Essen: Irène ...

... that a properly discretised strict local martingale in continuous time is a bubble in discrete time. The talk is based on joint work with Dörte Kreher. › events

... Christian Kellner (Bonn, GER), David Kelsey (Exeter, GBR), Klebert Kentia Tonleu (Berlin, GER), Peter Klibanoff (Evanston, USA), Dörte Kreher (Berlin, ... › Events › Riedel

Das Forschungszentrum Matheon entwickelt Mathematik für Schlüsseltechnologien und unterstützt Partner in Industrie, Wirtschaft und Wissenschaft. Schule und...

3 Profile in Sozialen Netzwerken

› people › doerte-kreher

Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - Department of Mathematics

josef teichmann :: personal homepage at ETH Zurich.

2 Firmen-Mitarbeiter

Dr. Dörte Kreher. -berlin.de. About Us; Overview · Facts and Figures · Organization · Scientists · Contact · Approach · Situations offered. › aboutUs

Preprint, [arXivLink opens in a new window | SSRNLink opens in a new window]. Martin Herdegen and Dörte Kreher Bubbles in discrete time models › sci › staff

4 Persönliche Webseiten

DeuNamen.com - Dörte Kreher Namen Analyse und statistische für Deutschland und Österreich

$string = "Dörte Kreher<br>Humboldt-Universität<br>Institut für Mathematik"; $notags ... Output: Dörte Kreher Humboldt-Universität Institut für Mathematik.

5th Berlin Workshop on Mathematical Finance for Young Researchers - Contact

$string = "Dörte Kreher<br>Humboldt-Universität<br>Institut für Mathematik"; ... Dörte Kreher Humboldt-Universität Institut für Mathematik ...

1 Infos zur Ausbildung

› ...

1 Bücher zum Namen

Author, Dörte Kreher ; Contributors, Ashkan Nikeghbali, Monique Jeanblanc, Philip Protter ; Publisher, Verlag nicht ermittelbar, ; Length, 83 pages. › about

10 Dokumente

Authors: Dörte Kreher. (Submitted on 24 Sep (v1), last revised 13 Aug (this version, v2)). Abstract: This paper extends results of Mortimer and Williams ( 1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids  ...

Dörte Kreher (Humboldt-Universität zu Berlin, Germany). Tuesday June 3, 15:00-15:30 | session 2.5 | Credit | room G. In this talk we discuss changes of ... › ...

Submission history. From: Dörte Kreher [view email] [v1] Thu, 24 Aug :27:27 GMT (24kb) [v2] Fri, 2 Mar :16:47 GMT (31kb).

A weak law of large numbers for a limit order book model with fully state dependent order dynamics by Dörte Kreher Humboldt-Universität Institut für Mathematik

8 Wissenschaftliche Publikationen

› gepris › person

Change of measure up to a random time: Details. Dörte Kreher. Pages : Download PDF. Article preview. select article Multidimensional Lévy white ...

List of computer science publications by Ulrich Horst

› Persons

4 Allgemeine Veröffentlichungen

By Dörte Kreher and Ashkan Nikeghbali; Abstract: In this note we introduce a new kind of augmentation of filtrations along a sequence of ...

For any positive diffusion with minimal regularity, there exists a semimartingale with uniformly close paths that is a martingale under an equivalent proba

Ulrich Horst; Dörte Kreher. Content type: OriginalPaper; Published: 19 September 2018; Pages: Dynamically consistent investment under model ... › journal

In this paper, we derive a second order approximation for an infinite-dimensional limit order book model, in which the dynamics of the incoming order flow

49 Webfunde aus dem Netz

Dörte Kreher: A weak law of large numbers for a limit order book model with fully state dependent order dynamics ...

› ...

Dörte Kreher. Sitz: , Raum , Raum ; Telefon: (030) ; Fax: (030) ; Postanschrift: Unter ...

Dr. Dörte Kreher Status wiss. Mitarb. E-Mail kreher (at) math.hu-berlin.de. Einrichtung (OKZ) Mathematisch-Naturwissenschaftliche Fakultät → ...

Dörte Kreher. Short CV: since Juniorprofessorin für Angewandte Stochastische Analysis (HU Berlin); Postdoc at Humboldt-Universität zu ...

In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new ...

› kreher-doerte-jp

This paper is concerned with the derivation of a functional scaling limit theorem for a certain class of discrete time Markov chains, each consisting of a one ...

5th Berlin Workshop on Mathematical Finance for Young Researchers

2 Impressum Roxana Dumitrescu Humboldt-Universität zu Berlin Institut für Mathematik Unter den Linden 6 D Berlin Dörte Kreher Humboldt-Universität zu Berlin Institut für Mathematik Unter den Linden 6 D Berlin Ari-Pekka Perkkiö Technische Universität Berlin Institut für Mathematik Straße des 17. Juni 136 D Berlin ...

Stochastic Analysis, Summer semester Information for the lecture Stochastic Analysis by Prof. Dr. Peter Imkeller (SoSe 2015) Lecture Dr. Dörte Kreher:

, Sören Christensen (Hamburg). Non-Smooth Verification for Impulse Control Problems , Dörte Kreher (HU Berlin).

... kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale. more. COLLAPSE. Dörte Kreher, Ashkan Nikeghbali.

Constantinos Kardaras and Dörte Kreher and Ashkan Nikeghbali Strict local martingales and bubbles F. Avram and ...

Christian Bayer, Dörte Kreher, Manuel Landstorfer; AA4-10: Modelling and Optimization of Weakly Coupled Minigrids under Uncertainty › research-2 › a...

Stochastic Modeling of Intraday Electricity Markets. Project Heads. Dörte Kreher, Markus Reiß. Project Members. Cassandra Milbradt (HU). Project Duration.

Annals of Applied Probability_Toc,The latest updates from The Annals of Applied Probability on Project Euclid, a site for mathematics and statistics resources.

Over the last decade the research area of mathematical finance has become a vibrant field of academic research and an indispensable tool for the financial and...

Dörte Kreher (HU Berlin). Noemi Kurt (TU Berlin). Eva Löcherbach (Université de Cergy-Pontoise). Adélaïde Olivier (Université Paris-Sud). › Home › Events

... Jean Jacod (University Pierre et Marie Curie), Monique Jeanblanc (University of Evry), Dörte Kreher (Humboldt-Universität), Shiqi Song (University of Evry).