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: November 30th, 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“.