Project: Numerical methods for stochastic differ...

Master data
Numerical methods for stochastic differential equations with irregular coefficients with applications in risk theory and mathematical finance
Description:

Still to follow
Keywords: SDE, risk theory, math. finance
Short title: NumSDE
Period: 01.09.2018 - 27.05.2020
Contact e-mail: -
Homepage: -

Employees
Employees Role Time period
Michaela Szölgyenyi
Michaela.Szoelgyenyi@aau.at
Institut für Statistik
Research activities
To visiting card
(internal)
  • 01.09.2018 - 27.05.2020

Assignment
Organisational unit
Fakultät für Technische Wissenschaften
  Institut für Statistik
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria
   office.stat@aau.at
To organisation

Categorisation
Project type Research funding (on request / by call for proposals)
Funding type §27
Research type
  • Fundamental research
Subject areas
  • 101019 - Stochastics
Research Cluster No research Research Cluster selected
Gender aspects Genderrelevance not selected
Project focus
  • Science to Science (Quality indicator: I)
Classification raster of the assigned organisational units:
working groups No working group selected

Funding
Funding program
AXA Research Fund
Organisation: AXA Research Fund

Cooperations
No partner organisations selected