Profile of Ria Grindel

Fields of Acitivty / Competences

  • Monte-Carlo methods, especially Multilevel and Markov chain
  • Time series analysis and forecasting
  • Loss extrapolation



Major Publications

  • Grindel, R.; Hinderks, W.; Wagner, A.:
    Application of Continuous Stochastic Processes in Energy Market Models.
    Mathematical Modelin, Simulation and Optimization for Power Engineering an Management, Pages 25-50, (2021).
  • Grindel, R.:
    Multilevel Monte Carlo for Continuous Time Markov Chains, with Application in Biochemical Kinetics.
    Masterthesis, University Mannheim, (2017).