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Continuous-time modeling using Lévy-driven moving averages

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

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