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Publications - Revision history
2024-03-29T01:38:31Z
Revision history for this page on the wiki
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Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-06-27T05:49:24Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 05:49, 27 June 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: [https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f <del class="diffchange diffchange-inline">''Hybrid Monte Carlo Methods in Computational Finance''</del>]. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: <ins class="diffchange diffchange-inline">''Hybrid Monte Carlo Methods in Computational Finance'' (</ins>[https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f <ins class="diffchange diffchange-inline">Abstract &amp; Download</ins>]<ins class="diffchange diffchange-inline">)</ins>. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5229&oldid=prev
Jan tM at 05:45, 27 June 2017
2017-06-27T05:45:00Z
<p></p>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 05:45, 27 June 2017</td>
</tr><tr><td colspan="2" class="diff-lineno">Line 85:</td>
<td colspan="2" class="diff-lineno">Line 85:</td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f ''Hybrid Monte Carlo Methods in Computational Finance'']. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: <ins class="diffchange diffchange-inline">[</ins>https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f ''Hybrid Monte Carlo Methods in Computational Finance'']. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5228&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-06-27T05:42:40Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
<table class='diff diff-contentalign-left'>
<col class='diff-marker' />
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 05:42, 27 June 2017</td>
</tr><tr><td colspan="2" class="diff-lineno">Line 84:</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: <del class="diffchange diffchange-inline">[ https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f </del>''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios'']. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: ''Hybrid Monte Carlo Methods in Computational Finance''. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: <ins class="diffchange diffchange-inline">https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f </ins>''Hybrid Monte Carlo Methods in Computational Finance''<ins class="diffchange diffchange-inline">]</ins>. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5227&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-06-27T05:41:34Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
<table class='diff diff-contentalign-left'>
<col class='diff-marker' />
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 05:41, 27 June 2017</td>
</tr><tr><td colspan="2" class="diff-lineno">Line 84:</td>
<td colspan="2" class="diff-lineno">Line 84:</td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios''. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: <ins class="diffchange diffchange-inline">[ https://repository.tudelft.nl/islandora/object/uuid%3Afc4d5fc5-cee9-44ef-bca1-e69250c1480f </ins>''Kinetic and diffusive equations for socio-economical scenarios''<ins class="diffchange diffchange-inline">]</ins>. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: ''Hybrid Monte Carlo Methods in Computational Finance''. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: ''Hybrid Monte Carlo Methods in Computational Finance''. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5226&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-06-26T14:23:40Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 14:23, 26 June 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios''. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios''. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td colspan="2"> </td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">* ESR9 (TU Delft, the Netherlands, Sept 2013 - June 2017) <B>Álvaro Leitao Rodríguez</B>: ''Hybrid Monte Carlo Methods in Computational Finance''. PhD-Thesis, Technische Universiteit Delft, the Netherlands, June 27, 2017.</ins></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5225&oldid=prev
Ehrhardt: /* Papers */
2017-04-13T11:45:54Z
<p><span dir="auto"><span class="autocomment">Papers</span></span></p>
<table class='diff diff-contentalign-left'>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 11:45, 13 April 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* M. Annunziato, A. Borzì, F. Nobile, R. Tempone: [http://dx.doi.org/10.4236/am.2014.516239 ''On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks'']. Applied Mathematics, 2014, 5, 2476-2484 Published Online September 2014. http://dx.doi.org/10.4236/am.2014.516239.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* M. Annunziato, A. Borzì, F. Nobile, R. Tempone: [http://dx.doi.org/10.4236/am.2014.516239 ''On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks'']. Applied Mathematics, 2014, 5, 2476-2484 Published Online September 2014. http://dx.doi.org/10.4236/am.2014.516239.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag: ''Geometrical Properties of Differential Equations. Applications of Lie group analysis in Financial Mathematics''. World Scientific Publishing, 2015, ISBN 978-981-4667-24-1.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag: ''Geometrical Properties of Differential Equations. Applications of Lie group analysis in Financial Mathematics''. World Scientific Publishing, 2015, ISBN 978-981-4667-24-1.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7): [http://dx.doi.org/10.1016/j.jmaa.2017.04.014 ''Optimization problem for a portfolio with an illiquid asset: Lie group analysis''], Journal of Mathematical Analysis and Applications.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7): [http://dx.doi.org/10.1016/j.jmaa.2017.04.014 ''Optimization problem for a portfolio with an illiquid asset: Lie group analysis''], Journal of Mathematical Analysis and Applications <ins class="diffchange diffchange-inline">2017</ins>. http://dx.doi.org/10.1016/j.jmaa.2017.04.014</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div><del class="diffchange diffchange-inline"> </del>http://dx.doi.org/10.1016/j.jmaa.2017.04.014</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: ''Portfolio optimization in the case of an asset with a given liquidation time distribution''. International Journal of Engineering and Mathematical Modelling, 2(2):31-50, 2015. [http://www.orb-academic.org/index.php/journal-of-engineering-modelling/article/view/120 Link to Paper].</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: ''Portfolio optimization in the case of an asset with a given liquidation time distribution''. International Journal of Engineering and Mathematical Modelling, 2(2):31-50, 2015. [http://www.orb-academic.org/index.php/journal-of-engineering-modelling/article/view/120 Link to Paper].</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: [http://www.tandfonline.com/doi/abs/10.1080/00207160.2013.877584#.U8eWPLF5GzY ''Optimal Allocation and Consumption Problem for a Portfolio with an Illiquid Asset'']. International Journal of Computer Mathematics, 93:5, 2016. [http://dx.doi.org/10.1080/00207160.2013.877584 http://dx.doi.org/10.1080/00207160.2013.877584].</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: [http://www.tandfonline.com/doi/abs/10.1080/00207160.2013.877584#.U8eWPLF5GzY ''Optimal Allocation and Consumption Problem for a Portfolio with an Illiquid Asset'']. International Journal of Computer Mathematics, 93:5, 2016. [http://dx.doi.org/10.1080/00207160.2013.877584 http://dx.doi.org/10.1080/00207160.2013.877584].</div></td></tr>
</table>
Ehrhardt
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5224&oldid=prev
Ehrhardt: /* Papers */
2017-04-13T11:43:04Z
<p><span dir="auto"><span class="autocomment">Papers</span></span></p>
<table class='diff diff-contentalign-left'>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 11:43, 13 April 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* M. Annunziato, A. Borzì, F. Nobile, R. Tempone: [http://dx.doi.org/10.4236/am.2014.516239 ''On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks'']. Applied Mathematics, 2014, 5, 2476-2484 Published Online September 2014. http://dx.doi.org/10.4236/am.2014.516239.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* M. Annunziato, A. Borzì, F. Nobile, R. Tempone: [http://dx.doi.org/10.4236/am.2014.516239 ''On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks'']. Applied Mathematics, 2014, 5, 2476-2484 Published Online September 2014. http://dx.doi.org/10.4236/am.2014.516239.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag: ''Geometrical Properties of Differential Equations. Applications of Lie group analysis in Financial Mathematics''. World Scientific Publishing, 2015, ISBN 978-981-4667-24-1.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag: ''Geometrical Properties of Differential Equations. Applications of Lie group analysis in Financial Mathematics''. World Scientific Publishing, 2015, ISBN 978-981-4667-24-1.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7): ''Optimization problem for a portfolio with an illiquid asset: Lie group analysis'', <del class="diffchange diffchange-inline">[</del>http://<del class="diffchange diffchange-inline">arxiv</del>.org/<del class="diffchange diffchange-inline">abs/1512</del>.<del class="diffchange diffchange-inline">06295v1 http:</del>/<del class="diffchange diffchange-inline">/arxiv</del>.<del class="diffchange diffchange-inline">org/abs/1512</del>.<del class="diffchange diffchange-inline">06295v1], 2015</del>.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7): <ins class="diffchange diffchange-inline">[http://dx.doi.org/10.1016/j.jmaa.2017.04.014 </ins>''Optimization problem for a portfolio with an illiquid asset: Lie group analysis''<ins class="diffchange diffchange-inline">]</ins>, <ins class="diffchange diffchange-inline">Journal of Mathematical Analysis and Applications.</ins></div></td></tr>
<tr><td colspan="2"> </td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins class="diffchange diffchange-inline"> </ins>http://<ins class="diffchange diffchange-inline">dx.doi</ins>.org/<ins class="diffchange diffchange-inline">10</ins>.<ins class="diffchange diffchange-inline">1016</ins>/<ins class="diffchange diffchange-inline">j</ins>.<ins class="diffchange diffchange-inline">jmaa</ins>.<ins class="diffchange diffchange-inline">2017.04</ins>.<ins class="diffchange diffchange-inline">014</ins></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: ''Portfolio optimization in the case of an asset with a given liquidation time distribution''. International Journal of Engineering and Mathematical Modelling, 2(2):31-50, 2015. [http://www.orb-academic.org/index.php/journal-of-engineering-modelling/article/view/120 Link to Paper].</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: ''Portfolio optimization in the case of an asset with a given liquidation time distribution''. International Journal of Engineering and Mathematical Modelling, 2(2):31-50, 2015. [http://www.orb-academic.org/index.php/journal-of-engineering-modelling/article/view/120 Link to Paper].</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: [http://www.tandfonline.com/doi/abs/10.1080/00207160.2013.877584#.U8eWPLF5GzY ''Optimal Allocation and Consumption Problem for a Portfolio with an Illiquid Asset'']. International Journal of Computer Mathematics, 93:5, 2016. [http://dx.doi.org/10.1080/00207160.2013.877584 http://dx.doi.org/10.1080/00207160.2013.877584].</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* L.A. Bordag, I.P. Yamshchikov (ESR7), D. Zhelezov: [http://www.tandfonline.com/doi/abs/10.1080/00207160.2013.877584#.U8eWPLF5GzY ''Optimal Allocation and Consumption Problem for a Portfolio with an Illiquid Asset'']. International Journal of Computer Mathematics, 93:5, 2016. [http://dx.doi.org/10.1080/00207160.2013.877584 http://dx.doi.org/10.1080/00207160.2013.877584].</div></td></tr>
</table>
Ehrhardt
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5222&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-03-27T12:03:02Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
<table class='diff diff-contentalign-left'>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 12:03, 27 March 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>==PhD Theses ESRs: Early Stage Researchers==</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>==PhD Theses ESRs: Early Stage Researchers==</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>This is a growing list of glory. It started in April 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>This is a growing list of glory. It started in April 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR1 (BU Wuppertal, Germany, Sept. 2013 - Aug. 2016) <B>Zuzana Bu&#269;kov&aacute;</B>: ''Analytical and Numerical Approximative Methods for solving Multifactor Models for pricing of Financial Derivatives''. PhD-Thesis, both Comenius University, Bratislava, Slovakia and Bergische Universit&auml;t Wuppertal, Germany, March 24, 2017 <del class="diffchange diffchange-inline">(cotutelle)</del>.</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR1 (BU Wuppertal, Germany, Sept. 2013 - Aug. 2016) <B>Zuzana Bu&#269;kov&aacute;</B>: ''Analytical and Numerical Approximative Methods for solving Multifactor Models for pricing of Financial Derivatives''. PhD-Thesis, both <ins class="diffchange diffchange-inline">(<I>cotutelle</I>) </ins>Comenius University, Bratislava, Slovakia and Bergische Universit&auml;t Wuppertal, Germany, March 24, 2017.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR4 (UP Valencia, Spain, Sept. 2013 - July 2016) <B>Vera N. Egorova</B>: ''Finite difference methods for American option pricing problems: numerical analysis and computing''. PhD-Thesis, Universitat Politècnica de Valencia, Spain, July 18, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR4 (UP Valencia, Spain, Sept. 2013 - July 2016) <B>Vera N. Egorova</B>: ''Finite difference methods for American option pricing problems: numerical analysis and computing''. PhD-Thesis, Universitat Politècnica de Valencia, Spain, July 18, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5221&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-03-27T12:01:12Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
<table class='diff diff-contentalign-left'>
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<td colspan='2' style="background-color: white; color:black; text-align: center;">← Older revision</td>
<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 12:01, 27 March 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>==PhD Theses ESRs: Early Stage Researchers==</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>==PhD Theses ESRs: Early Stage Researchers==</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>This is a growing list of glory. It started in April 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>This is a growing list of glory. It started in April 2016.</div></td></tr>
<tr><td class='diff-marker'>−</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>* ESR1 (BU Wuppertal, Germany, Sept. 2013 - Aug. 2016) <B>Zuzana Bu&#269;kov&aacute;</B>: ''Analytical and Numerical Approximative Methods for solving Multifactor Models for pricing of Financial Derivatives''. PhD-Thesis <del class="diffchange diffchange-inline">submitted </del>Comenius University, Bratislava, Slovakia and Bergische Universit&auml;t Wuppertal, Germany, <del class="diffchange diffchange-inline">Nov. 2016 </del>(cotutelle).</div></td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>* ESR1 (BU Wuppertal, Germany, Sept. 2013 - Aug. 2016) <B>Zuzana Bu&#269;kov&aacute;</B>: ''Analytical and Numerical Approximative Methods for solving Multifactor Models for pricing of Financial Derivatives''. PhD-Thesis<ins class="diffchange diffchange-inline">, both </ins>Comenius University, Bratislava, Slovakia and Bergische Universit&auml;t Wuppertal, Germany, <ins class="diffchange diffchange-inline">March 24, 2017 </ins>(cotutelle).</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR4 (UP Valencia, Spain, Sept. 2013 - July 2016) <B>Vera N. Egorova</B>: ''Finite difference methods for American option pricing problems: numerical analysis and computing''. PhD-Thesis, Universitat Politècnica de Valencia, Spain, July 18, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR4 (UP Valencia, Spain, Sept. 2013 - July 2016) <B>Vera N. Egorova</B>: ''Finite difference methods for American option pricing problems: numerical analysis and computing''. PhD-Thesis, Universitat Politècnica de Valencia, Spain, July 18, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR5 (U Ruse/Rousse, Bulgaria, Dec. 16, 2013 - Dec. 15, 2016) <B>Walter Mudzimbabwe</B>: ''Numerical Analysis of Nonlinear Systems of Parabolic Equations Modelling Markets with Liquidity Shocks''. PhD-Thesis, Ruse University <I>Angel Kanchev</I>, Ruse, Bulgaria, Nov. 24, 2016.</div></td></tr>
</table>
Jan tM
http://www-amna.math.uni-wuppertal.de/itn-strike/wiki/index.php?title=Publications&diff=5220&oldid=prev
Jan tM: /* PhD Theses ESRs: Early Stage Researchers */
2017-03-13T11:53:39Z
<p><span dir="auto"><span class="autocomment">PhD Theses ESRs: Early Stage Researchers</span></span></p>
<table class='diff diff-contentalign-left'>
<col class='diff-marker' />
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<td colspan='2' style="background-color: white; color:black; text-align: center;">Revision as of 11:53, 13 March 2017</td>
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<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR7 (UA Zittau/Gorlitz, Germany, Feb. 2013 - Jan. 2016) <B>Ivan P. Yamshchikov</B>: ''Optimization problem of portfolios with an illiquid asset''. PhD-Thesis, Brandenburgische Technische Universität Cottbus-Senftenberg, Germany, April 25, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios''. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR8 (TU Wien, Austria, June 2013 - May 2016) <B>Lara Trussardi</B>: ''Kinetic and diffusive equations for socio-economical scenarios''. PhD-Thesis, Technische Universität Wien, Austria, June 13, 2016.</div></td></tr>
<tr><td colspan="2"> </td><td class='diff-marker'>+</td><td style="color:black; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div><ins style="font-weight: bold; text-decoration: none;">* ESR11 (U W&uuml;rzburg, Germany, April 2013-March 2016) <B>Beatrice Gaviraghi</B>: ''Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes''. PhD-Thesis, Julius-Maximilians-Universität W&uuml;rzburg, Germany, March 7, 2017.</ins></div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div>* ESR12 (U Antwerp, Belgium, Nov. 2013 - Oct. 2016) <B>Radoslav Valkov</B>: ''Numerical analysis of nonlinear PDEs in option pricing: finite difference and splitting methods''. PhD-Thesis, University of Antwerp / Universiteit Antwerpen, Belgium, Dec. 7, 2016.</div></td></tr>
<tr><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div><BR><BR></div></td><td class='diff-marker'> </td><td style="background-color: #f9f9f9; color: #333333; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #e6e6e6; vertical-align: top; white-space: pre-wrap;"><div><BR><BR></div></td></tr>
</table>
Jan tM