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DYNSTOCH Network

The Freiburg Team




The Freiburg Team consists of researchers from the Institute for Mathematical Stochastics, University of Freiburg, from the Probability and Statistics Group, University of Mainz, and from the Institute for Stochastic & Finance, University of Siegen.

The team is particularly active in these areas: Empirical and theoretical studies in mathematical finance, where more realistic models than those usually applied will be developed and used to calculate prices of derivative financial products; study of statistical inference for point processes, semi-Markov and stable processes, birth-and-death processes on stochastic flows and interacting branching particle systems.

The scientist in charge of the team is Ernst Eberlein.

The members in Freiburg are:

Ernst Eberlein

Jan Kallsen

Ludger Rüschendorf



The members in Mainz are:

Reinhard Höpfner



The members in Siegen are:

Wolfgang Wefelmeyer



Young researchers related to the project are:

Fehmi Özkan

Ernst August Frhr. von Hammerstein

Nataliya Koval


Thomas Lais lais@stochastik.uni-freiburg.de
last update   30. Juni 2004


Published Research from the Freiburg Team.

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