Third-party funds

• ReScale Responsable and Scalable Learning for Robots Assisting Humans (Carl-Zeiss-Stiftung)
• Insurance linked to Financial Markets: Theory & Applications (DFG)
• Dynamische Modellierung von Unsicherheiten in der Finanzmathematik (DFG), together with Christa Cuchiero, Irene Klein and Josef Teichmann.
• New Approaches to Defaultable Term Structure Models (DFG)
• Impulse Control Problems and Adaptive Numerical Solution of Quasi-Variational Inequalities in Markovian Factor Models (DFG, with Prof. Dr. Roland Herzog)
• Filtering techniques in the modeling, pricing and hedging of interest rate and credit risk (finished, DFG - with Prof. Rüdiger Frey)
   
• Support for international scientific events: 13. Stochastik Tage Freiburg, 2018.

Participating Scientist in the GRK 597:  Analysis, Geometry and their Connection with the Natural Sciences, DFG (2000-2009)