Annemarie Grass

Postdoc (on leave) in the group of Prof. Mathias Beiglböck
Office: 1090 Wien, Oskar Morgensternplatz 1, 6. floor
Email: annemarie.grass[at]univie.ac.at
Office Hours: upon appointment

Papers and Preprints:

• Robust option pricing with volatility term structure - An empirical study for variance options,
  with A. M. G. Cox. pdf, arXiv.
  
  
• Delayed switching identities and multi-marginal solutions to the Skorokhod embedding problem,
  with A. M. G. Cox. pdf, arXiv.
  
  
• Perkins embedding for general starting laws.
  pdf, arXiv.
  
  
• Switching identities by probabilistic means,
  with A. M. G. Cox, J. Backhoff and M. Huesmann. pdf, arXiv.
  
  
• Robust models of disease heterogeneity and control, with application to the SARS-CoV-2 epidemic,
  with K. Johnson, D. Toneian, M. Beiglböck and J. Polechova,
  PLOS Global Public Health, 2022, pdf. arXiv.
  
  
• Disease momentum: Estimating the reproduction number in the presence of superspreading,
  with K. Johnson, M. Beiglböck, M. Eder, J. Hermisson, G. Pammer, J. Polechova, D. Toneian and B. Wölfl,
  Infectious Disease Modelling, 2021, pdf, arXiv.
  
  
• Other: Masterthesis