Dörte Kreher
Thesis
| Thesis Title: | Strict Local Martingales, Random Times and Non-Standard Changes of Probability Measure in Financial Mathematics |
| Thesis Advisor: | Prof. Ashkan Nikeghbali |
| Year of Graduation: | 2014 |
Next Employment
Postdoc at Humboldt Universität zu Berlin
Publications
- Constantinos Kardaras, Dörte Kreher, and Ashkan Nikeghbali: Strict local martingales and bubbles, The Annals of Applied Probability, Vol 25, 2015, Pages 1827-1867
- Dörte Kreher, Ashkan Nikeghbali: A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale, Statistics and Probability Letters, Vol 104, 2015, Pages 94–101