Current Projects
Randomised Numerical Methods: Generalisation and Applications
A cooperation with Dr. Yue Wu from the University of Strathclyde.
Funded by The Royal Society through an International Exchanges grant.
Michaela Szölgyenyi
Previous Projects
Insurance Education
In cooperation with Kärntner Gesellschaft für Versicherungsfachwissen
Numerical Methods for Stochastic Differential Equations with Irregular Coefficients with Applications in Risk Theory and Mathematical Finance
AXA Research Fund Project
The project ran from August 2017 – December 2019 and was moved to the University of Klagenfurt.