Presentations in 2020
- 28.02.: Impulse Control: Recent Progress and Applications (Mathematical Finance Seminar, Dublin City University, Ireland)
Presentations in 2019
- 11.12.: Impulse Control: Recent Progress and Applications (Mathematical Colloquium, TU Graz, Austria)
- 25.11.: Impulse Control: Recent Progress and Applications (Stochastic Analysis and Mathematical Finance Seminar, University of Oxford, United Kingdom)
- 08.11.: Impulse Control: Recent Progress and Applications (Research Seminar of the Institute for Statistics and Mathematics, WU Vienna, Austria)
- 05.07.: Optimal Investment for Private Investors (Mathematical Colloquium, Ulm, Germany)
- 20.06.: Optimal Investment for Private Investors (SIAM Conference on Control and its Applications (CT19), Chengdu, China)
- 19.03.: Optimal Investment for Private Investors (12th International Workshop on Stochastic Models and Control, Cottbus, Germany)
- 14.02.: Optimal Investment for Private Investors (Conference on Stochastic Modeling in Finance and Insurance, Bedlewo, Poland)
Presentations in 2018
- 06.12.: Option Pricing under Jump Uncertainty (Mathematical Finance Seminar, Berlin, Germany)
- 26.07.: Non-Smooth Verification for Impulse Control Problems (IFIP TC7 Conference on System Modelling and Optimization, Essen, Germany)
- 19.07.: Utility Maximization with Constant Costs (10th World Congress of the Bachelier Finance Society, Dublin, Ireland)
- 29.06.: Utility Maximization with Constant Costs (A Symposium on Optimal Stopping in Memory of Larry Shepp, Houston, USA)
- 20.06.: Option Pricing under Jump Uncertainty (Center for Mathematical Economics, University of Bielefeld, Germany)
- 26.03.: Utility Maximization with Constant Costs (Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh, USA)
- 27.02.: Stochastic Perron’s Method (Invited Lecture, Carnegie Mellon University, Pittsburgh, USA)
- 21.02.: Utility Maximization with Constant Costs (Financial/Actuarial Mathematics Seminar, University of Michigan, Ann Arbor, USA)
Presentations in 2017
- 18.12.: Non-Smooth Verification for Impulse Control Problems (Workshop on Optimal Stopping in Complex Environments, Bielefeld, Germany)
- 28.09.: Utility Maximization with Constant Costs (Joint Risk & Stochastics and Financial Mathematics Seminar, London School of Economics, United Kingdom)
- 22.06.: Utility Maximization with Constant Costs (8th General AMaMeF Conference, Amsterdam, Netherlands)
- 31.03.: Discussion: Pointwise Arbitrage Pricing Theory in Discrete Time (Byrne Young Researcher Workshop on Mathematical Finance, Ann Arbor, USA)
- 28.03.: Non-Smooth Verification for Impulse Control Problems (Byrne Young Researcher Workshop on Mathematical Finance, Ann Arbor, USA)
- 16.01.: Utility Maximization with Constant Costs (11th Bachelier Colloquium, Métabief, France)
Presentations in 2016
- 08.12.: Optimal Stochastic Impulse Control (Mathematical Colloquium, University of Trier, Germany)
- 29.11.: Backward Nonlinear Expectation Equations (Colloquium on Mathematical Statistics and Stochastic Processes, University of Hamburg, Germany)
- 14.09.: Utility Maximization with Constant and Proportional Costs (Vienna Congress on Mathematical Finance, Vienna, Austria)
- 15.07.: Pricing Contingent Claims under Jump Uncertainty (9th Bachelier Finance Society World Congress, New York, USA)
- 04.04.: Portfolio Optimization with Transaction Costs (Quantitative Finance QP++ Symposium, Trier, Germany)
- 02.03.: Backward Nonlinear Expectation Equations (12th German Probability and Statistics Days, Bochum, Germany)
- 02.03.: Pricing Contingent Claims under Jump Uncertainty (12th German Probability and Statistics Days, Bochum, Germany)
- 19.01.: Pricing Contingent Claims under Jump Uncertainty (10th Bachelier Colloquium, Métabief, France)
Presentations in 2015
- 17.03.: Worst-Case Portfolio Optimization: Transaction Costs and Bubbles (Disputation, University of Kaiserslautern, Germany)
- 12.01.: Backward Nonlinear Expectation Equations (9th Bachelier Colloquium, Métabief, France)
Presentations in 2014
- 11.11.: Worst-Case Portfolio Optimization: Bubbles and Transaction Costs (Colloquium on Mathematical Statistics and Stochastic Processes, University of Hamburg, Germany)
- 10.10.: Recursive Utility and Stochastic Differential Utility with Nonlinear Expectations (TUK-TUM Research Seminar, Kaiserslautern, Germany)
- 04.03.: Valuation of Contingent Claims under Jump Uncertainty (11th German Probability and Statistics Days, Ulm, Germany)
Presentations in 2013
- 23.11.: Worst-Case Portfolio Optimization in a Market with Bubbles (International Workshop on Regime Switching Models in Finance, Kaiserslautern, Germany)
- 16.09.: Worst-Case Portfolio Optimization in a Market with Bubbles (TUK-TUM Research Seminar, Bad Tölz, Germany)
- 26.08.: A Worst-Case Approach to Portfolio Optimization in a Market with Bubbles (6th European Summer School in Financial Mathematics, Vienna, Austria)
- 11.06.: Worst-Case Portfolio Optimization in a Market with Bubbles (6th AMaMeF and Banach Center Conference, Warsaw, Poland)
- 04.06.: Worst-Case Portfolio Optimization in a Market with Bubbles (Frontiers in Financial Mathematics, Dublin, Ireland)
- 14.01.: Uniqueness of Unbounded Viscosity Solutions arising in Portfolio Optimization with Proportional Transaction Costs (7th Bachelier Colloquium, Métabief, France)
Presentations in 2012
- 28.08.: Optimal Terminal Wealth with Transaction Costs and Uniqueness of Unbounded Viscosity Solutions (TUK-TUM Research Seminar, Lambrecht, Germany)
- 16.07.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (Optimal Stopping, Control and Finance Workshop, Warwick, England)
- 20.06.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (7th Bachelier Finance Society World Congress, Sydney, Australia)
- 07.03.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (10th German Probability and Statistics Days, Mainz, Germany)
- 17.01.: Worst-Case Portfolio Optimization with Proportional Transaction Costs (6th Bachelier Colloquium, Métabief, France)
Presentations in 2011
- 18.02.: Optimal Investment: Transaction Costs and Crash Threats (Financial Mathematics Seminar, Dublin City University, Ireland)