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Current PhD and Post Doc Supervision

  • Benedict Bauer
    co-supervision since May 2020 with Stefan Gerhold (TU Vienna)
  • Eva Flonner
    co-supervision since October 2020 with Zehra Eksi (WU Vienna)
  • Janka Möller
    supervision since March 2021
  • Francesca Primavera
    supervision since October 2020

Completed PhD and Post Doc Supervision

  • Guido Gazzani, Defense March 2023
    co-supervision with Irene Klein, University of Vienna
  • Stefan Rigger, Defense July 2022
    Vienna Doctoral School in Mathematics, University of Vienna
  • Franceso Guida, Defense March 2022
    co-supervision with Luca di Persio at the University of Verona
  • Tonio Möllmann, Defense January 2022
    co-supervision with Josef Teichmann at the Scuola Normale Superiore in Pisa
  • Florian Huber
    Post Doc from April 2021 to November 2023, now at the École Polytechnique Fédérale de Lausanne
  • Sara Svalutto-Ferro
    Post Doc from March 2018 to October 2021, now Assistant Professor at the University of Verona

Mentoring

  • Financial Mathematics Team Challenge, Project with 4 students on “Bayesian model averaging with signature methods”,
    University of Cape Town, July 2023.
  • Financial Mathematics Team Challenge, Project with 4 students on “Calibration with neural networks”,
    University of Cape Town, July 2017.
  • Financial Mathematics Team Challenge, Project with 4 students on “Calibration of polynomial market weights models”,
    University of Cape Town, July 2016.