Continuous-time modeling using Lévy-driven moving averages

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

• Announcement at GSST
• PhD Dissertation
• Local list of PhD presentations (in Danish)