Bender, Christian
- Fractional processes as models in stochastic finance
2010/04/19 by Christian Bender, Bender, Christian, Tommi Sottinen +3 · 2 citations
Economics, Econometrics and Finance · #60G15 #60H05 #91B28 #91B70 #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- On the grid-sampling limit SDE
2024/10/10 by Bender, Christian, Thuan, Nguyen Tran · 1 citation
#93E35 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Primary: 60H10 #Probability (math.PR) #Secondary: 60G57