Benedict Bauer, BSc Msc ETH

PRAE DOC UNIVERSITY ASSISTANT

I am a Ph.D. student supervised by Christa Cuchiero.

 

 

CURRICULUM VITAE

COURSES

RESEARCH ACTIVITIES

 

Office hours:

upon request

MAIN RESEARCH INTERESTS

  • Gaussian processes
  • Large deviations in rough volatility models
  • Schrödinger Bridges

RESEARCH ACTIVITIES

  • Working Papers:

"Self-similar Gaussian Markov processes" Joint work with Stefan Gerholf

  • Talks:

Vienna Seminar in Mathematical Finance and Probability, May 2021

  • Conferences:

13th European Summer School in Financial Mathematics, Vienna, Austria. Septermber 2020.