Concepedia

Christian Bender

CB

27

Publications

1K

Citations

17

H-Index

2000

Active since

Affiliations

Technische Universität Braunschweig(Current)

Saarland University

Weierstrass Institute for Applied Analysis and Stochastics

University of Konstanz

Institute of Computational Mathematics and Mathematical Geophysics

Christian Bender is an author at Technische Universität Braunschweig specializing in probability theory, engineering, and option pricing.

Top concepts

EngineeringProbabilityOption PricingBusinessStatisticsStochastic CalculusStochastic ProcessesFinanceAsset PricingStochastic Optimization

Publications per year

2000–2022

27

Publications

27

A forward scheme for backward SDEs

Christian Bender, Robert Denk · Stochastic Processes and their Applications · 2007 · 190 citations

Stochastic Dynamical System, Stochastic Differential Equation, Inverse Problems +1

Dual pricing of multi-exercise options under volume constraints

Christian Bender · Finance and Stochastics · 2010 · 107 citations

Mathematical Programming, Option Pricing, Engineering +5

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO

Denis Belomestny, Christian Bender, John Schoenmakers · Mathematical Finance · 2009 · 95 citations

Stochastic Simulation, Engineering, Martingale Property +12

Pricing by hedging and no-arbitrage beyond semimartingales

Christian Bender, Tommi Sottinen, Esko Valkeila · Finance and Stochastics · 2008 · 92 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

Arbitrage with fractional Brownian motion

Christian Bender, Tommi Sottinen, Esko Valkeila · 2007 · 63 citations

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