Prof. Dr. Christian Bender
Doktoranden
- Christian Gärtner
Monte-Carlo Methoden für nichtlineare Optionsbewertungsprobleme (seit 2013) - Dr. Philip Oberacker
Stochastic calculus for Levy-driven Volterra processes (2015) -
Dr. Peter Parczewski
A Wick functional limit theorem and applications to fractional Brownian motion (2013) - Dr. Jessica Steiner
Numerical solutions of BSDEs: A-posteriori estimates and enhanced least-squares Monte Carlo (2012) -
Dr. Stanislav Pokalyuk
Discretization of backward stochastic Volterra equations (2012)
Aktualisiert am: 08 Apr 2016 Christian Bender
