PhD Students

Prof. Dr. Christian Bender

Steffen Meyer
Monte-Carlo methods for backward SDEs
Matthias Thiel
Calibration of non-semimartingale models
Dr. Christian Gärtner
Primal-dual methods for dynamic programming equations arising in finance (2018)
Dr. Philip Oberacker
Stochastic calculus for Levy-driven Volterra processes (2015)
Dr. Peter Parczewski
A Wick functional limit theorem and applications to fractional Brownian motion (2013)
Dr. Jessica Steiner
Numerical solutions of BSDEs: A-posteriori estimates and enhanced least-squares Monte Carlo (2012)
Dr. Stanislav Pokalyuk
Discretization of backward stochastic Volterra equations (2012)