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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