Profile of Tom Ewen

Fields of Acitivty / Competences

• Modeling and simulation of retirement products
• Stochastic filtering, especially HMM and particle filters
• Theoretical foundations and financial mathematical applications of bridge processes

 

Publications

Major Publications

• Ewen, T.:
  Bridge processes and applications to volatility estimation.
  Mastertesis, Technical University Kaiserslautern, (2018).