Prof. Dr. Christian Bender

Member of the Steering Committee of the   DMV-Fachgruppe Stochastik e.V.
Associate editor of  Mathematical Methods of Operations Research
Associate editor of  Methodology and Computing in Applied Probability
Co-Organiser of the  International Seminar on SDEs and Related Topics

PhD, 2003, University of Konstanz
Diploma, 2001, University of Konstanz

Research interests

• Backward stochastic differential equations
• Nonlinear option pricing
• Monte Carlo methods for dynamic programming equations
• Stochastic calculus for non-semimartingales