Master Thesis
2023
- Jakob Wawrzenietz
Upper and lower bounds for numerical approximations of Cox-Ingersoll-Ross processes
Universität Duisburg-Essen, 2023
2022
-
Felix Brauer
Approximation of reflected BSDEs and and application in real options pricing
Universität Duisburg-Essen, 2022
2021
- Paul Tobias Werner
Neural networks overcome the curse of dimensionality for semilinear partial differential equations
Universität Duisburg-Essen, 2021
2020
- Katharina Pohl
Das Malliavin-Kalkül
Universität Duisburg-Essen, 2020
2016
- Erik Wellner
Perturbation Theory for Stochastic Differential Delay Equations
Universität Duisburg-Essen, 2016