Christian Bender
- A forward scheme for backward SDEs
2007/12/01 by Christian Bender, Robert Denk · 4 citations
- 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