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
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)