Lars Niemann

I am currently a Ph.D. student under the supervision of Thorsten Schmidt in the project Dynamic Modelling of Uncertainties in Financial Markets, funded by the DFG. 

Research subjects

•  Financial mathematics
•  Model risk
•  Stochastic analysis
•  Machine Learning

Publications & Preprints

• David Criens and Lars Niemann: Markov selections and Feller properties of nonlinear diffusions,  to appear in Stochastic Processes and Their Applications, 2024.
• Lars Niemann and Thorsten Schmidt: A conditional version of the second fundamental theorem of asset pricing in discrete time,  to appear in Frontiers of Mathematical Finance, 2024.
• David Criens and Lars Niemann: A class of multidimensional nonlinear diffusions with the Feller property,  Statistics and Probability Letters, Volume 208, 2024.
  
• David Criens and Lars Niemann: A stochastic representation theorem for sublinear semigroups with non-local generators, 2023, submitted, arXiv.

• David Criens and Lars Niemann: Nonlinear semimartingales and Markov processes with jumps, 2023, submitted, arXiv,

• David Criens and Lars Niemann: Robust utility maximization with nonlinear semimartingales,  Mathematics and Financial Economics, 17, 499-536, 2023.

• David Criens and Lars Niemann: Nonlinear continuous semimartingales,  Electronic Journal of Probability, 28(146), 1-40, 2023. 

Teaching

 Winter Term 2023:

• Hidden Markov Models (Teaching Assistant)

 Summer Term 2023:

• Finanzmathematik in diskreter Zeit (Teaching Assistant)
  

Winter Term 2022:

• Seminar: Nichtlineare Semimartingale und Markovprozesse (Teaching Assistant)

Winter Term 2021:

• Seminar: Machine Learning, Robustness und Nachhaltigkeit (Teaching Assistant)

Summer Term 2021: 

• Seminar: Machine Learning und Finanzmathematik (Teaching Assistant)

Winter Term 2020:

• Stochastic Machine Learning (Teaching Assistant)

Summer Term 2020: 

• Discrete Time Finance (Teaching Assistant)    
• Mathematics of Deep Learning (Teaching Assistant)  

 Address

Abteilung für Mathematische Stochastik
Albert-Ludwigs-Universität Freiburg
Ernst-Zermelo-Straße 1
79104 Freiburg i. Br. (Germany)

Raum: 223
Telefon: +49 - 761 - 203 - 5670
Fax: +49 - 761 - 203 - 5661
E-Mail: Lars[dot]Niemann[at]stochastik[dot]uni-freiburg[dot]de