Fri, 13. Nov. 2020 Rammert, Timo
German Science Foundation (DFG) funds project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen”
The German Science Foundation (DFG) funds the project "Simulations- und Schätzverfahren allgemeiner temperierter Lévy Verteilungen” for three years. Dr. Till Massing will work on various projects regarding the simulation and estimation of general tempered Lévy distributions. These are particularly relevant for stochastic analyses of energy price processes, which are also investigated in the project.
Prof. Dr. Denis Belomestny (Faculty of Mathematics, University of Duisburg-Essen), Prof. Dr. Fred E. Benth ( , University of Oslo) and Prof. Dr. Rüdiger Kiesel (Faculty of Business Administration and Economics, University of Duisburg-Essen) are also involved in the project. The project is expected to start in mid 2021.
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