Michaela Szölgyenyi: AXA Research Fund
Michaela Szölgyenyi has been granted a postdoctoral fellowship from the AXA Research Fund. She will join the SAM at the beginning of August 2017.
Dr Michaela Szölgyenyi has received a postdoctoral fellowship from the AXA Research Fund for the project entitled: "Numerical methods for stochastic differential equations with irregular coefficients with applications in risk theory and mathematical finance". For the realisation of this awarded project, Michaela Szölgyenyi will work together with her mentor external page Assistant Professor Arnulf Jentzen at the Seminar for Applied Mathematics (SAM).
Michaela Szölgyenyi earned her Doctor in Mathematics in 2015 and her Master's degree in Economics in 2016 from the Johannes Kepler University in Linz. Currently, she works as a postdoctoral researcher at the Institute for Statistics and Mathematics at the Vienna University of Economics and Business.
The AXA Research Fund is the "scientific philanthropy initiative of global insurance leader AXA dedicated to boosting scientific discoveries that contribute to societal progress. It also encourages researchers to engage with the general audience and feed the public debate".