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Continuous-time modeling using Lévy-driven moving averages

Mikkel Slot Nielsen
Friday 4 October 2019 14:15 Aud. D2 (1531-119)
PhD defence

Assessment committee:

  • Professor Robert Stelzer, Institute of Mathematical Finance, Ulm University, Germany
  • Associate Professor Anders Rønn-Nielsen, Department of Finance, Copenhagen Business School
  • Associate Professor Erik Skibsted, Department of Mathematics, Aarhus University (chair)

Main supervisor: Andreas Basse-O’Connor

Language: The PhD dissertation will be defended in English

Revised: 01.10.2019