Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Institut für Mathematik

Cassandra Milbradt

Research assistant (PhD candidate)
Mathematical Finance and Statistics



Postal address

Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
D-10099 Berlin


room 1.210
Rudower Chaussee 25
12489 Berlin (Adlershof)

Publications & Preprints

Parametric change point detection with random occurrence of the change point
Preprint, 2022

A cross-border market with limited transmission capacities
Preprint, 2022

Jump diffusion approximation for the price dynamics of a fully state dependent
limit order book model

Preprint, 2020 (with D. Kreher)

High-probability bounds for the reconstruction error of PCA
Statistics & Probability Letters 161, 2020 (with M. Wahl)