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Lars Niemann

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: 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, 2023, Mathematics and Financial Economics, 17, 499-536.

  • David Criens and Lars Niemann: Nonlinear continuous semimartingales, 2023, Electronic Journal of Probability, 28(146), 1-40
  • David Criens and Lars Niemann: A class of multidimensional nonlinear diffusions with the Feller property, 2024, Statistics and Probability Letters, Volume 208.
  • David Criens and Lars Niemann: Markov selections and Feller properties of nonlinear diffusions, 2022, submitted, arXiv.
  • 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.

 

 

Teaching

                                                                   

 Winter Term 2023:

 

 Summer Term 2023:

 

Winter Term 2022:

 

Winter Term 2021:

 

Summer Term 2021: 

 

Winter Term 2020:

 

Summer Term 2020: 

 

 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