Department of Statistics & Applied Probability

University of California, Santa Barbara

Santa Barbara, CA 93106, USA

Email: detering[at]pstat.ucsb.edu

Office: South Hall 5505

Office Hours Undergraduate Advising: Monday 5:00-6:00 pm

*MATH CS 120:*Special Topic (Random Graphs and Random Matrices) (Spring 2020)*MATH CCS 121:*Probability and Combinatorics (Spring 2019, Fall 2020, Fall 2021)*PSTAT 160A:*Applied Stochastic Processes (Fall 2018, Winter 2019, Winter 2021)*PSTAT 170:*Introduction to Mathematical Finance (Winter 2017, Fall 2017, Spring 2018)*PSTAT 210:*Measure Theory for Probability (Fall 2016, Fall 2017, Fall 2019, Fall 2020)*PSTAT 213A:*Introduction To Probability Theory And Stochastic Processes (Fall 2021)*PSTAT 221B:*Advanced Probability Theory (Random Graphs and Systemic Risk) (Winter 2017)*PSTAT 223C:*Advanced Topics in Financial Modeling (Systemic Risk) (Spring 2018)

*Reinforcement Learning Algorithm for Mixed Mean Field Control Games*, with A. Angiuli, J.-P. Fouque, and J. Lin

submitted*Pricing options on flow forwards by neural networks in Hilbert space*, with F.E. Benth and L. Galimberti

submitted*When do you Stop Supporting your Bankrupt Subsidiary?*, with M. Bichuch

submitted*Neural Networks in Frechet spaces*, with F.E. Benth and L. Galimberti

submitted*Abstract polynomial processes*, with F.E. Benth and P. Krühner

submitted*Stochastic Volterra integral equations and a class of first order stochastic partial differential equations*, with F.E. Benth and P. Krühner

**Stochastics: An International Journal of Probability and Stochastic Processes**, accepted-
*Suffocating Fire Sales*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**SIAM Journal on Financial Mathematics**, accepted *Accuracy of Deep Learning in Calibrating HJM Forward Curves*, with F.E. Benth and S. Lavagnini

**Digital Finance**, 2021*An Integrated Model for Fire Sales and Default Contagion*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**Mathematics and Financial Economics**Volume 15, Page 59-101, 2021*Financial Contagion in a Stochastic Block Model*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**International Journal of Theoretical and Applied Finance**, Vol 23, Issue 08, 2020*Independent increment processes: A multilinearity preserving property*, with F.E. Benth and P. Krühner

**Stochastics: An International Journal of Probability and Stochastic Processes**, Pages 1-30, 2020*Serotonergic axons as Fractional Brownian Motion paths: Insights into the self-organization of regional densities*, with S. Janusonis, R. Metzler and T. Vojta

**Frontiers In Computational Neuroscience**, Volume 14, June, 2020*Directed Chain Stochastic Differential Equations*with J.-P. Fouque and T. Ichiba

**Stochastic Processes and their Applications**, 130(4), Page 2519-2551, April 2020*Bootstrap percolation in directed and inhomogeneous random graphs*, with T. Meyer-Brandis and K. Panagiotou

**Electronic Journal of Combinatorics**, 26(2), Page 1-43, 2019*Managing Default Contagion in Financial Networks*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**SIAM Journal on Financial Mathematics**, 10(2), Page 430-465, 2019*Systemic Risk in Networks*, with T. Meyer-Brandis, K. Panagiotou and D. Ritter

**Network Science - An Aerial View from Different Perspectives**(Editors: F. Biagini, G. Kauermann, T. Meyer-Brandis), 2019*Quadratic hedging with multiple assets under illiquidity with applications in energy markets*, with C. Christodoulou and T. Meyer-Brandis

**International Journal of Theoretical and Applied Finance**, Vol. 21, No. 04, 2018*A stochastic approach to serotonergic fibers in mental disorders*, with S. Janusonis

**Biochemie**, 2018*The Model Risk of Contingent Claims*, with N. Packham

**Quantitative Finance**, 16:9 , Page 1357-1374, 2016*Pricing and hedging asian-style options in energy*, with F.E. Benth

**Finance & Stochastics**, Vol. 19(4), Page 849-889, 2015*Model risk in incomplete markets with jumps*, with N. Packham

**Springer Proceedings in Mathematics & Statistics**, Vol. 99, K. Glau et al: Innovations in Quantitative Risk Management, 2014*Return distributions of equity-linked retirement plans under jump and interest rate risk*, with A. Weber and U. Wystup

**European Actuarial Journal Vol.**3(1), Page 203-228, 2013*Return distributions of equity-linked retirement plans*, with A. Weber and U. Wystup

**Statistical Tools for Finance and Insurance**, 2.Ed., Berlin: Springer, S. 393-413, 2011