Publications
- "Spectral Analysis of Lévy Prcesses", submitted, (2008), jointly with Cornelia Wichelhaus
- "Financial Risk Modeling under Basel II", technical report, SAP AG (2007)
- "Spectral Analysis of Random Measures and Lévy Processes", Diploma thesis, Ruprecht-Karls-Universität-Heidelberg (2007)
- "An Approach to Stochastic Control Theory in Dimension One", project thesis, (2006), supervisor: Prof. Dr. Alexander Yu. Veretennikov