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Thorsten Schmidt (1972-)

Mathematiker

Name	Thorsten Schmidt
Time	1972- (Date of birth and death)
Place	Leipzig (Wirkungsort) Freiburg im Breisgau (01.04.2015-) (Wirkungsort) Deutschland
Academic degree	Prof. Dr.
Profession	Mathematiker (characteristic profession)
Related	Albert-Ludwigs-Universität Freiburg. Abteilung für Mathematische Stochastik (01.04.2015-) Technische Universität Chemnitz (01.10.2008-31.03.2015) Université de Strasbourg
Topic	Personen zu Stochastik, Operations Research
Record type	Person
GND-Identifier	136258212
Record ID	136258212
Involved in show all Nonparametric filtering, estimation and classification using neural jump ODEs Nonlinear semimartingales and Markov processes A conditional Version of the second fundamental theorem of asset pricing in discrete time Insurance–finance arbitrage Robust asymptotic insurance-finance arbitrage Robust methods for risk and uncertainty modeling Term structure modeling with overnight rates beyond stochastic continuity The martingale problem method revisited Deep dynamic modeling with just two time points: Can we still allow for individual trajectories? Adaptive Regulierung von hochriskanter KI – Neue Wege zum Schutz von Rechten und Gemeinwohl Deep dynamic modeling with just two time points: can we still allow for individual trajectories? Numerical Methods for Stochastic Control Problems with Applications in Financial Mathematics Generalized statistical arbitrage concepts and related gain strategies Fair estimation of capital risk allocation Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework Affine processes under parameter uncertainty Default ambiguity Dynamic term structure modeling beyond the paradigm of absolute continuity Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute Infinite dimensional affine term structure models under incomplete information Time-inhomogeneous polynomial processes in electricity spot price models A generalized intensity-based framework for single-name credit risk Mathematische Statistik Mathematische Statistik

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Thorsten Schmidt (1972-)

Nonparametric filtering, estimation and classification using neural jump ODEs

Nonlinear semimartingales and Markov processes

A conditional Version of the second fundamental theorem of asset pricing in discrete time

Insurance–finance arbitrage

Robust asymptotic insurance-finance arbitrage

Robust methods for risk and uncertainty modeling

Term structure modeling with overnight rates beyond stochastic continuity

The martingale problem method revisited

Deep dynamic modeling with just two time points: Can we still allow for individual trajectories?

Adaptive Regulierung von hochriskanter KI – Neue Wege zum Schutz von Rechten und Gemeinwohl

Deep dynamic modeling with just two time points: can we still allow for individual trajectories?

Numerical Methods for Stochastic Control Problems with Applications in Financial Mathematics

Generalized statistical arbitrage concepts and related gain strategies

Fair estimation of capital risk allocation

Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework

Affine processes under parameter uncertainty

Default ambiguity

Dynamic term structure modeling beyond the paradigm of absolute continuity

Polynomial semimartingales and a deep learning approach to local stochastic volatility calibration

From Statistics to Mathematical Finance : Festschrift in Honour of Winfried Stute

Infinite dimensional affine term structure models under incomplete information

Time-inhomogeneous polynomial processes in electricity spot price models

A generalized intensity-based framework for single-name credit risk

Mathematische Statistik

Mathematische Statistik