Daniel Kršek

In August 2025, I defended my PhD thesis under the supervision of Prof. Dr. Dylan Possamaï and Prof. Dr. Beatrice Acciaio at the Department of Mathematics, ETH Zurich. My PhD work was awarded first prize in the ETH Analytics Club Prize.

 I am a member of Assistant Group 3 and the Stochastic Finance Group. My interests lie in stochastic analysis, (adapted) optimal transport, stochastic (partial) differential equations, BSDEs, optimal control, and their applications in mathematical finance and economics.

For more information, see my CV. You can also visit my ArXiv, Orcid, Google Scholar, and Github.

Research

[5] Daniel Kršek (2025). On the Edge of Optimality: Of Couplings and Contracts. Doctoral thesis. Diss. ETH No. 31423

[4] Beatrice Acciaio, Daniel Kršek, Gudmund Pammer, and Marco Rodrigues (2025). Absolutely Continuous Curves of Stochastic Processes. ArXiv preprint arXiv:2506.13634.

[3] Beatrice Acciaio, Daniel Kršek, and Gudmund Pammer (2024). Multicausal transport: barycenters and dynamic matching. SIAM Journal on Financial Mathematics 16(3), 1104–1138. ArXiv link.

[2] Daniel Kršek and Gudmund Pammer (2024). General duality and dual attainment for adapted transport.  Applied Mathematics & Optimization 91(2), 52. ArXiv link.

[1] Daniel Kršek and Dylan Possamaï (2023). Randomisation with moral hazard: a path to existence of optimal contracts. ArXiv preprint arXiv:2311.13278.

Teaching

Current

• Fall semester 2025: Probability Theory (401-3601-00L) 

Past

• Spring semester 2025: Probability Theory and Statistics (401-0614-00L)

• Spring semester 2024: Wahrscheinlichkeitstheorie und Statistik (401-0604-00L)

• Spring semester 2023: Brownian Motion and Stochastic Calculus (401-3642-00L)

• Spring semester 2022: Introduction to Mathematical Finance (401-3888-00L)