Research interests

Prof. Dr. Christian Bender

  • Valuation of financial derivatives
  • Backward stochastic differential equations
  • Monte Carlo methods
  • Stochastic integration theory
  • Fractional Brownian motion

Prof. Dr. Henryk Zähle

  • Asymptotic and nonparametric statistics
  • Risk measurement and insurance mathematics
  • Approximation of stochastic differential equations


Last modified: 23 Mar 2010  Peter Parczewski