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

Postdoc at Humboldt Universität zu Berlin

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