Bennet Ströh
Courses
Summer term 2020
Winter term 2019/2020
- Financial Mathematics I
- DAV Supplement
Summer term 2019
Winter term 2018/2019
- Ökonometrie
- Angewandte Stochastik II
Summer term 2018
- Stochastic Analysis
- Financial Mathematics II
Publications
- Curato, I., Stelzer, R. and Ströh, B. (2020):
Central Limit Theorems for Stationary Random Fields under Weak Dependence with Application to Ambit and Mixed Moving Average Fields
submitted for publication, pdf-file
Thesis
- Weak dependence properties of mixed moving average fields, Master Thesis, Ulm University 2018, supervisor: Prof. Dr. Robert Stelzer
- Nonparametric Estimation of the Kernel Function of Alpha Stable Stochastic Integrals in Higher Dimensions, Bachelor Thesis, Ulm University 2016, supervisor: Prof. Dr. Evgeny Spodarev
Conference
- Risk and Statistics, 2nd ISM-UUlm Joint Workshop, October 08-10, 2019, Ulm, Germany. (Talk)
- European Meeting of Statisticians 2019, July 22-26, 2019, Palermo, Italy. (Talk)
- Conference on non-stationarity, June 04-06, 2018, Cergy-Pontoise, France.
Address
Ulm University
Institute of Mathematical Finance
Helmholtzstraße 18, Room 2.28
89081 Ulm, Germany
Contact
Phone: +49 (0)731 / 50-23557
e-mail: Bennet Ströh
Office hours: Please make an appointment via e-mail.