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Christian Bender

Identifiers

  • name variant Christian Bender 0.60 · backfill

Papers (11)

  1. Pathwise Iteration for Backward SDEs math.NA · 2016 · author #1
  2. Discretizing Malliavin calculus math.PR · 2016 · author #1
  3. A general non-existence result for linear BSDEs driven by Gaussian processes math.PR · 2015 · author #1
  4. A generalised It\=o formula for L\'evy-driven Volterra processes math.PR · 2014 · author #1
  5. Sticky continuous processes have consistent price systems q-fin.PR · 2013 · author #1
  6. Simple arbitrage q-fin.PR · 2012 · author #1
  7. Dual representations for general multiple stopping problems q-fin.CP · 2011 · author #1
  8. Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus math.ST · 2010 · author #1
  9. Fractional processes as models in stochastic finance q-fin.PR · 2010 · author #1
  10. Stochastic calculus for convoluted L\'{e}vy processes math.PR · 2008 · author #1
  11. Time discretization and Markovian iteration for coupled FBSDEs math.PR · 2008 · author #1

Mentions

  • 1402.6568 #1 · backfill · confidence 0.70 Christian Bender
  • 1310.7857 #1 · backfill · confidence 0.70 Christian Bender
  • 1210.5391 #1 · backfill · confidence 0.70 Christian Bender
  • 1112.2638 #1 · backfill · confidence 0.70 Christian Bender
  • 1010.1666 #1 · backfill · confidence 0.70 Christian Bender
  • 1004.3106 #1 · backfill · confidence 0.70 Christian Bender
  • 0805.2084 #1 · backfill · confidence 0.70 Christian Bender
  • 0801.3203 #1 · backfill · confidence 0.70 Christian Bender

Frequent Coauthors