Professor Dr. Martin Huesmann
Current affiliations
- Professorship of applied mathematics
Curriculum Vitae (CV)
- optimal transport
- stochastic analysis
- random measures, point processes
- stochastic mass transfer, martingale optimal transport, causal transport
- matching and allocation problems
- robust finance
Publications
Backhoff-Veraguas J, Beiglböck M, Huesmann M, Källblad S (2020) In: Ann. Probab., 48(5) Type of Publication: Research article (journal) | |
Beiglböck M, Cox AMG, Huesmann M (2020) In: Probability Theory and Related Fields, 176 Type of Publication: Research article (journal) | |
Huesmann M, Trevisan D (2019) In: Bernoulli, 25(4A) Type of Publication: Research article (journal) | |
Huesmann M, Stebegg F (2018) In: Stochastic Processes and their Applications, 128(4) Type of Publication: Research article (journal) | |
Beiglböck M, Cox AMG, Huesmann M, Perkowski N, Prömel DJ (2017) In: Finance and Stochastics, 21(4) Type of Publication: Research article (journal) |
Projects
Duration: 01/01/2021 - 31/12/2023 | 1st Funding period Funded by: DFG - Priority Programme Type of project: Subproject in DFG-joint project hosted outside University of Münster | |
Duration: 01/11/2020 - 31/10/2023 | 1st Funding period Funded by: DFG - Priority Programme Type of project: Subproject in DFG-joint project hosted outside University of Münster | |
Duration: 01/01/2019 - 31/12/2025 | 1st Funding period Funded by: DFG - Cluster of Excellence Type of project: Subproject in DFG-joint project hosted at University of Münster |