Third Party Funded Research Projects

• OeAD - Project, 2021: “Polynomial Volterra processes and their applicatons in finance”
  (travel funds to cooperate with Eduardo Abi-Jaber, Sergio Pulido and Sara-Svaluto-Ferro)
• START - Prize, 2019: “Universal structures in Mathematical Finance”, 72 months
  
• DFG - FWF - Project, 2018: “Dynamic uncertainty modeling”,
  PI in Vienna (jointly with Thorsten Schmidt and Irene Klein), 36 months
• WWTF - Project, 2016: “Macroprudential bank regulation: a continuous time approach”
  joint application with Walter Schachermayer (PI) and Jean-Charles Rochet