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Professor Dr. Christian Bender

Address Universität des Saarlandes
Fakultät für Mathematik und Informatik
Fachrichtung Mathematik
Campus, Geb. E24
66123 Saarbrücken

Projects

As Antragsteller
- abgeschlossene Projekte
  - Validating numerical solutions of high-dimensional backward SDEs arising from finance (Schwerpunktprogramme)
  - Stochastic calculus for fractional Lévy processes and related processes (Sachbeihilfen)
  - Solving optimal stopping problems and reflected backward stochastic differential equations by convex optimization and penalization (Schwerpunktprogramme)

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