Prof. Dr. Christian Bender
PhD students
- Steffen Meyer
Monte-Carlo methods for backward SDEs - Matthias Thiel
Calibration of non-semimartingale models - Dr. Christian Gärtner
Primal-dual methods for dynamic programming equations arising in finance (2018) - 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)
Last modified: 10 Mar 2020 Christian Bender
