CURRENT PROJECTS

Universal Structures in Mathematical Finance

Project Coordinator: Christa Cuchiero
Researchers: Camilla Damian, Florian Huber, Janka Möller, Francesca Primavera
Funding: FWF START-Prize
Funding period: 2020-2026

Dynamic Uncertainty Modeling in Finance

Project Coordinator: Christa Cuchiero
Co-Investigator: Irene Klein
Co-Investigator: Thorsten Schmidt
Researchers: Guido Gazzani
Funding: DFG-FWF
Funding period: 2018-2022

Macroprudential bank regulation: a continuous time approach

Project Coordinator: Walter Schachermayer
Co-Investigator: Christa Cuchiero
Researchers: Sara Papariello-Svaluto-Ferro, Stefan Rigger
Funding: WWTF
Funding period: 2017-2021