Stochastic Numerics and related topics

For further information please see the respective homepages of the team members.

Research Seminar

Seminar Stochastik, Statistik und Numerik


Calibration of Rough Volatility Models for Option Pricing (Phd project Stefan Koch, 2016 -- )

Part of DFG-Graduiertenkolleg 1953 "Statistical Modeling of Complex Systems and Processes"


Quadrature of discontinuous SDE functionals (PhD project Martin Altmayer, 2012 - 2015)

Part of DFG-Schwerpunktprogramm 1324 "Extraktion quantifizierbarer Information aus komplexen Systemen".

Talks, Conferences and Workshops