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
Contact
Office: Room 2.05, Building E2 4
Phone: +49 (0) 681 302 2435
bender(at)math.uni-sb.de
Office hours by appointment
Secretary
Christine Kilz
Office: Room 2.06, Building E2 4
Phone: +49 (0) 681 302 4826
kilz[at]math.uni-sb.de
Office hours: Monday - Friday, 8.00 - 14.00 h
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Teaching
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Publications
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PhD Students
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Short CV
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Postal address
Saarland University, Department of Mathematics, Campus E2 4, 66123 Saarbrücken