Dörte Kreher

Dörte Kreher is an Assistant Professor at the Department of Mathematics, Humboldt University of Berlin, specializing in stochastic analysis and its applications to mathematical finance. She has led multiple research projects, including MATH+ Project AA4-4 and AA4-9, and is affiliated with the Berlin-Oxford IRTG 2544 and SFB/TRR 388.

• PhD in Mathematics (University of Zurich, 2014)
• Diplom in Mathematics (Humboldt University of Berlin, 2009)
• B.Sc. in Economics (Humboldt University of Berlin, 2009)

Her research focuses on stochastic analysis, limit order book modeling, rough volatility models, and optimal control in energy markets. Recent work examines non-negative martingale solutions, second-order approximations of order books, and cross-border electricity market dynamics. She has published extensively in journals such as SIAM Journal on Financial Mathematics, Finance and Stochastics, and Stochastic Processes and their Applications.

Co-organized workshops include the Berlin Workshop on Mathematical Finance for Young Researchers and the Junior Female Researchers in Probability series. She has supervised research assistants Konstantins Starovoitovs, Cassandra Milbradt, Wilfried Kenmoe Nzali, and Rahama Sani Abdullahi.