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


Office: Room 2.05, Building E2 4
Phone: +49 (0) 681 302 2435
Office hours by appointment


Christine Kilz
Office: Room 2.06, Building E2 4
Phone: +49 (0) 681 302 4826
Office hours: Monday - Friday, 8.00 - 14.00 h

Postal address

Saarland University, Department of Mathematics, Campus E2 4, 66123 Saarbrücken