Dr. Dörte Kreher

Short CV: 
  • currently Postdoc at Humboldt-Universität zu Berlin and SFB 649 Economic Risk
  • 2014 Dr. sc. nat. in Mathematics (Universität Zürich)
  • 2009 Diplom in Mathematics  (Humboldt-Universität zu Berlin)
  • 2009 B. Sc. in Economics (Humboldt-Universität zu Berlin)


  • Strict local martingales and bubbles (with C. Kardaras and A. Nikeghbali), Ann. Appl. Probab., 25(4):1827-1867, 2015. 
  • A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale (with A. Nikeghbali), Stat. Prob. Letters, 104:94-101, 2015. 
  • Change of measure up to a random time: Details, Stoch. Proc. Appl., 127(5):1565-1598, 2017.
  • A weak law of large numbers for a limit order book model with fully state dependent order dynamics (with U. Horst), SIAM J. Financial Mathematics 8:314-343, 2017.
  • A functional convergence theorem for interpolated Markov chains to an infinite dimensional diffusion (with U. Horst), preprint available at arXiv:1608.01795, 2016.


+49 30 2093 1714
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