Stephan Eckstein

I am a PhD student under the supervision of Prof. Dr. Michael Kupper.


Research

Im am currently studying topics related to distributional uncertainty, including numerical approaches, duality and asymptotics. In general I am am interested in many areas, mainly related to stochastics, optimization, finance and game theory.

Preprints

Extended Laplace Principle for Empirical Measures of a Markov Chain

Computation of optimal transport and related hedging problems via penalization and neural networks (joint work with Michael Kupper)

Teaching

All current teaching can be accessed through ILIAS.

I am currently working at the chair of Prof. Dr. Michael Kupper.

Formerly I worked as a teaching assistant for Prof. Dr. Stefan Volkwein (Analysis).