I am a PhD student at the Institute of Mathematics, Justus Liebig University Giessen.
My research interests include stochastic control theory, BSDEs, affine Volterra processes and Hawkes processes. More generally, I am interested in probability theory and its applications.
I am currently (winter 2021/2022) assisting with teaching in the course "Grundlagen der Stochastik" for L3 and Data Science students. Previously, I was involved in Stochastik 1-4.
|Julia Ackermann||Room 13|
|Arndtstraße 2||Phone: +49 641 99-32113|
|35392 Gießen||Email: Julia.Ackermann@math.uni-giessen.de|
- Inhomogeneous affine Volterra processes, with T. Kruse and L. Overbeck, 2020. [arXiv]
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models, with T. Kruse and M. Urusov, Finance & Stochastics, 25(4): 757-810, 2021. [arXiv]
- Optimal trade execution in an order book model with stochastic liquidity parameters, with T. Kruse and M. Urusov, SIAM Journal on Financial Mathematics, 12(2): 788-822, 2021. [arXiv]