CoRE PhD theses

2025

• Magnus Bjrøn Frische: Pricing Green Assets
• Frederik Bjerg Krabbe: On State Space Models in Economics and Finance
• Thomas Kirkegaard Kloster: Derivatives: Volatility and Tractability
• Anders Norlyk: Advances in Continuous-Time Modelling: Integer-Valued and Graphical Approaches

2024

• Peter Korsbakke Christensen: Rough Processes in Financial Econometrics
• Jesper Bang Mikkelsen: Efficient Electric Fleet Management  - Algorithms for Routing Problems with Electric Vehicles and Charging Infrastructure Optimisation
• Christine Dieckmann Bangsgaard: The Interplay of Volatility Products and the Stock Market
• Asbjørn Kaufmann: Essays in Causal Inference
• Jingying Zhou: State Space Modeling of Climate Change and the Economy