# Recent PhDs

- Monge-Kantorovich transportation problem (L. Uckelmann (1998))
- Stochastic analysis of algorithms (M. Cramer (1995), R. Neininger (1999))
- Approximation of optimal stopping problems (R. Kühne (1997), A. Faller (2009))
- Risk measures for portfolio vectors and optimal risk allocation (S. Kiesel (2013))
- Statistical wavelet estimation (R. Averkamp (1999))
- Neural net estimation in censoring models (S. Doehler (2000))
- Asymptotic statistical analysis of Lévy processes (J. Woerner (2001))
- Mixing property in randomized algorithms (J. Fehrenbach 2003))
- Option pricing, utility approach to optimal portfolios and equilibrium prices (T. Goll (2002))
- Comparison of option prices and stochastic models (J.Bergenthum (2005), V. Wolf (2014) ,B.Köpfer (2019))
- Dynamical risk measures (C.Burgert (2005))
- Statistical problems in genetical models (C.Lauer ((2006))
- Limit theorems for random graphs (G. O. Munsonius(2010), J. Kühn (2014))
- Statistical analysis of risk measures, optimal risk diversification (G. Mainik (2010))
- Analysis of algorithms and random structures (E.-M. Schopp (2008))
- Ordering of risk bounds in partially specified factor models (J.Ansari (2019))