Project Details
Person
Professor Dr. Peter Bank
Address
Technische Universität Berlin
Institut für Mathematik
Fachgebiet Finanzmathematik
Straße des 17. Juni 136
10623 Berlin
- As Applicant
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As Spokesperson
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Current projects
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GRK 2544: Stochastic Analysis in Interaction (International Research Training Groups)
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Current projects
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As Participating Researcher
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Completed projects
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GRK 1845: Stochastic Analysis with Applications in Biology, Finance and Physics (Research Training Groups)
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Completed projects
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As Project Head
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Current projects
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Signature methods for optimal control in finance (CRC/Transregios)
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Rough analysis in stochastic control (CRC/Transregios)
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Current projects
