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BIGS: Young Women in Probabiltiy
www.bigs-math.uni-bonn.de
Dörte Kreher : University of Zurich: Noemi Kurt : TU Berlin: Viviana Letizia : University of Rome La Sapienza: Alexa Manger : University of Duisburg-Essen: Irène ...
Martin Herdegen: Bubbles in Discrete Time Models | Events
www.imperial.ac.uk
... that a properly discretised strict local martingale in continuous time is a bubble in discrete time. The talk is based on joint work with Dörte Kreher. › events
Robust Finance: Strategic Power, Knightian Uncertainty, and the ...
www.uni-bielefeld.de
... Christian Kellner (Bonn, GER), David Kelsey (Exeter, GBR), Klebert Kentia Tonleu (Berlin, GER), Peter Klibanoff (Evanston, USA), Dörte Kreher (Berlin, ... › Events › Riedel
MATHEON Forschungszentrum
www.matheon.de
Das Forschungszentrum Matheon entwickelt Mathematik für Schlüsseltechnologien und unterstützt Partner in Industrie, Wirtschaft und Wissenschaft. Schule und...
Netzwerk-Profile
Prof. Dr. Dörte Kreher — Department of Mathematics
www.mathematik.hu-berlin.de
Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - Department of Mathematics
josef teichmann :: personal homepage at ETH Zurich
people.math.ethz.ch
josef teichmann :: personal homepage at ETH Zurich.
Firmen-Mitarbeiter
About Us - MATHEON Research Center
www.matheon.de
Dr. Dörte Kreher. -berlin.de. About Us; Overview · Facts and Figures · Organization · Scientists · Contact · Approach · Situations offered. › aboutUs
Dr Martin Herdegen - University of Warwick
warwick.ac.uk
Preprint, [arXivLink opens in a new window | SSRNLink opens in a new window]. Martin Herdegen and Dörte Kreher Bubbles in discrete time models › sci › staff
Private Homepages
Dörte Kreher Namen Analyse
doerte-kreher.deunamen.com
DeuNamen.com - Dörte Kreher Namen Analyse und statistische für Deutschland und Österreich
Replacing with space in string using PHP - Stack Overflow
stackoverflow.com
$string = "Dörte Kreher<br>Humboldt-Universität<br>Institut für Mathematik"; $notags ... Output: Dörte Kreher Humboldt-Universität Institut für Mathematik.
Contact
www.math.hu-berlin.de
5th Berlin Workshop on Mathematical Finance for Young Researchers - Contact
str replace - Replacing with space in string using PHP - Stack ...
stackoverflow.com
$string = "Dörte Kreher<br>Humboldt-Universität<br>Institut für Mathematik"; ... Dörte Kreher Humboldt-Universität Institut für Mathematik ...
Bücher
Strict Local Martingales, Random Times, and Non-standard ...
books.google.de
Author, Dörte Kreher ; Contributors, Ashkan Nikeghbali, Monique Jeanblanc, Philip Protter ; Publisher, Verlag nicht ermittelbar, ; Length, 83 pages. › about
Dokumente zum Namen
[ ] Change of measure up to a random time: Details
arxiv.org
Authors: Dörte Kreher. (Submitted on 24 Sep (v1), last revised 13 Aug (this version, v2)). Abstract: This paper extends results of Mortimer and Williams ( 1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids ...
Abstracts | 8th World Congress - Bachelier Finance Society
www.bacheliercongress.com
Dörte Kreher (Humboldt-Universität zu Berlin, Germany). Tuesday June 3, 15:00-15:30 | session 2.5 | Credit | room G. In this talk we discuss changes of ... › ...
[ ] Second order approximations for limit order books
arxiv.org
Submission history. From: Dörte Kreher [view email] [v1] Thu, 24 Aug :27:27 GMT (24kb) [v2] Fri, 2 Mar :16:47 GMT (31kb).
A weak law of large numbers for a limit order book model with fully...
www.ipam.ucla.edu
A weak law of large numbers for a limit order book model with fully state dependent order dynamics by Dörte Kreher Humboldt-Universität Institut für Mathematik
Wissenschaftliche Veröffentlichungen
Stochastic Processes and their Applications | Vol 127, Issue 5, Pages...
www.sciencedirect.com
Change of measure up to a random time: Details. Dörte Kreher. Pages : Download PDF. Article preview. select article Multidimensional Lévy white ...
Veröffentlichungen allgemein
EconPapers: A new kind of augmentation of filtrations suitable for a...
econpapers.repec.org
By Dörte Kreher and Ashkan Nikeghbali; Abstract: In this note we introduce a new kind of augmentation of filtrations along a sequence of ...
Fragility of arbitrage and bubbles in local martingale diffusion...
link.springer.com
For any positive diffusion with minimal regularity, there exists a semimartingale with uniformly close paths that is a martingale under an equivalent proba
Volume 22, issue 4 - Finance and Stochastics - SpringerLink
link.springer.com
Ulrich Horst; Dörte Kreher. Content type: OriginalPaper; Published: 19 September 2018; Pages: Dynamically consistent investment under model ... › journal
Second order approximations for limit order books | SpringerLink
link.springer.com
In this paper, we derive a second order approximation for an infinite-dimensional limit order book model, in which the dynamics of the incoming order flow
Sonstiges
IPAM Talks
calendar.google.com
Dörte Kreher: A weak law of large numbers for a limit order book model with fully state dependent order dynamics ...
Dörte Kreher - Applied Financial Mathematics & Applied ...
www.applied-financial-mathematics.de
› ...
Dörte Kreher — Institut für Mathematik
www.mathematik.hu-berlin.de
Dörte Kreher. Sitz: , Raum , Raum ; Telefon: (030) ; Fax: (030) ; Postanschrift: Unter ...
Prof. Dr. Dörte Kreher — Institut für Mathematik
www.mathematik.hu-berlin.de
Dr. Dörte Kreher Status wiss. Mitarb. E-Mail kreher (at) math.hu-berlin.de. Einrichtung (OKZ) Mathematisch-Naturwissenschaftliche Fakultät → ...
Dörte Kreher | Applied Financial Mathematics & Applied Stochastic...
www.applied-financial-mathematics.de
Dörte Kreher. Short CV: since Juniorprofessorin für Angewandte Stochastische Analysis (HU Berlin); Postdoc at Humboldt-Universität zu ...
Internet Archive Search: collection:"journals" AND (creator:"Doerte...
archive.org
In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new ...
Prof. Dr. Dörte Kreher - Institut für Mathematik - Humboldt ...
www.mathematik.hu-berlin.de
› kreher-doerte-jp
au:Kreher_D in:math - SciRate Search
scirate.com
This paper is concerned with the derivation of a functional scaling limit theorem for a certain class of discrete time Markov chains, each consisting of a one ...
5th Berlin Workshop on Mathematical Finance for Young Researchers
www.math.hu-berlin.de
5th Berlin Workshop on Mathematical Finance for Young Researchers
5th Berlin Workshop on Mathematical Finance for Young Researchers -...
docplayer.net
2 Impressum Roxana Dumitrescu Humboldt-Universität zu Berlin Institut für Mathematik Unter den Linden 6 D Berlin Dörte Kreher Humboldt-Universität zu Berlin Institut für Mathematik Unter den Linden 6 D Berlin Ari-Pekka Perkkiö Technische Universität Berlin Institut für Mathematik Straße des 17. Juni 136 D Berlin ...
Stochastic Analysis
www2.mathematik.hu-berlin.de
Stochastic Analysis, Summer semester Information for the lecture Stochastic Analysis by Prof. Dr. Peter Imkeller (SoSe 2015) Lecture Dr. Dörte Kreher:
warwick.ac.uk
, Sören Christensen (Hamburg). Non-Smooth Verification for Impulse Control Problems , Dörte Kreher (HU Berlin).
A new kind of augmentation of filtrations suitable for a change of...
www.infona.pl
... kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale. more. COLLAPSE. Dörte Kreher, Ashkan Nikeghbali.
Annals of Applied Probability
ftp.math.utah.edu
Constantinos Kardaras and Dörte Kreher and Ashkan Nikeghbali Strict local martingales and bubbles F. Avram and ...
Application Area 4 “Energy and Markets” - MATH+
mathplus.de
Christian Bayer, Dörte Kreher, Manuel Landstorfer; AA4-10: Modelling and Optimization of Weakly Coupled Minigrids under Uncertainty › research-2 › a...
Application Areas – aa4-4 – MATH+mathplus.de › application-areas › aa4-energy-markets
mathplus.de
Stochastic Modeling of Intraday Electricity Markets. Project Heads. Dörte Kreher, Markus Reiß. Project Members. Cassandra Milbradt (HU). Project Duration.
Annals of Applied Probability_Toc - 文献云阅读
www.kexuehome.com
Annals of Applied Probability_Toc,The latest updates from The Annals of Applied Probability on Project Euclid, a site for mathematics and statistics resources.
Applied Financial Mathematics | Applied Financial Mathematics |...
www.pageglimpse.org
Over the last decade the research area of mathematical finance has become a vibrant field of academic research and an indispensable tool for the financial and...
Berlin-Paris Young Researchers Workshop - Institut des ...
iscpif.fr
Dörte Kreher (HU Berlin). Noemi Kurt (TU Berlin). Eva Löcherbach (Université de Cergy-Pontoise). Adélaïde Olivier (Université Paris-Sud). › Home › Events
Conferences [LaMME]
www.math-evry.cnrs.fr
... Jean Jacod (University Pierre et Marie Curie), Monique Jeanblanc (University of Evry), Dörte Kreher (Humboldt-Universität), Shiqi Song (University of Evry).
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