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

Cassandra Milbradt

Research assistant (PhD candidate)
Mathematical Finance and Statistics


mail: cassandra.milbradt@gmail.com


 


Postal address

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

Office

room 1.210
Rudower Chaussee 25
12489 Berlin (Adlershof)
 


Publications & Preprints

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)