Prof. Dr. Dörte Kreher
Contact
Facility
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Stochastic Analysis
Telephone
Postal address
Unter den Linden 6, 10117 Berlin
Registered office
Rudower Chaussee 25, 12489 Berlin
Room
1.203
Research projects
- ProjectDFG Collaborative Research Centre10/2024 - 06/2028
CRC/TRR 388/1: "Microstructural foundations of rough volatility models" (SP B02)
Principal investigator(s): Prof. Dr. Ulrich Horst, Dr. Christian Bayer, Prof. Dr. Dörte Kreher
- ProjectDFG Research Training Group04/2020 - 03/2029
IRTG 2544: Stochastic Analysis in Interaction
Principal investigator(s): Prof. Dr. Peter Bank, Terry Lyons Ph.D.
- ProjectDFG Research Training Group04/2020 - 09/2024
IRTG 2544/1: Stochastic Analysis in Interaction
Principal investigator(s): Prof. Dr. Ulrich Horst, Prof. Dr. Markus Reiß, Prof. Dr. Dirk Becherer, Prof. Dr. Dörte Kreher
- ProjectDFG Excellence Strategy Cluster01/2019 - 04/2022
EXC 2046 AG Kreher AA4-4
Principal investigator(s): Prof. Dr. Dörte Kreher