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Recent PhDs

  • Monge-Kantorovich transportation problem (L. Uckelmann)
  • Stochastic analysis of algorithms (M. Cramer, R. Neininger)
  • Approximation of optimal stopping problems (R. Kühne, A. Faller)
  • Risk measures for portfolio vectors and optimal risk allocation (S. Kiesel)
  • Statistical wavelet estimation (R. Averkamp)
  • Neural net estimation in censoring models (S. Doehler)
  • Asymptotic statistical analysis of Lévy processes (J. Woerner)
  • Mixing property in randomized algorithms (J. Fehrenbach)
  • Option pricing, utility approach to optimal portfolios and equilibrium prices (T. Goll)
  • Comparison of option prices and stochastic models (J.Bergenthum, V. Wolf)
  • Dynamical risk measures (C.Burgert)
  • Statistical problems in genetical models (C.Lauer)
  • Limit theorems for random graphs (G. O. Munsonius, J. Kühn)
  • Statistical analysis of risk measures, optimal risk diversification (G. Mainik)
  • Analysis of algorithms and random structures (E.-M. Schopp)

 

Mathematics Genealogy Project page of Ludger Rüschendorf

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