Mini-Workshop on Statistics for Stochastic Processes 2016

Speakers and titles
Mohamed Ben Alaya (Paris): Improved adaptive Multilevel Monte Carlo and applications to finance
Matyas Barczy (Debrecen): Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
Ahmed Kebaier (Paris): Maximum likelihood estimation for Wishart processes
Andreas Neuenkirch (Mannheim): Discretizing the Heston Model: An Analysis of the Weak Convergence Rate
Program
9.15–10.00 Mohamed Ben Alaya
10.00–10.45 Matyas Barczy
10.45–11.15 coffee break
11.15–12.00 Ahmed Kebaier
12.00–12.45 Andreas Neuenkirch
Practical Information
Date: 30 November 2016
Venue: University of Mannheim, A5, C116, 10 min walking distance from the train station, link to google maps.
Organizers
Leif Döring (Mannheim), Claudia Strauch (Heidelberg)
Support
The workshop was supported by the research training group “Statistical modeling of complex systems and processes”.