Christian Bender

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Arbitrage with fractional Brownian motion

Christian Bender, T. Sottinen, E. Valkeila, 2007 .

A Gold Standard for the Internet? An Introductory Assessment

Christian Bender, Christian Bender, 2001, Electron. Mark..

BSDES with Stochastic Lipschitz Condition

Christian Bender, M. Kohlmann, 2000 .

Importance Sampling for Backward SDEs

Christian Bender, Christian Bender, Thilo Moseler, 2010 .

An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter

Christian Bender, 2003 .

An iterative method for multiple stopping: convergence and stability

J. Schoenmakers, Christian Bender, 2006, Advances in Applied Probability.

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

D. Belomestny, J. Schoenmakers, Christian Bender, 2009 .

Time discretization and Markovian iteration for coupled FBSDEs

Christian Bender, Jianfeng Zhang, 2008, 0801.3203.

Advanced Mathematical Methods for Finance

Tommi Sottinen, Esko Valkeila, Christian Bender, 2011 .

A PRIMAL–DUAL ALGORITHM FOR BSDES

Christian Bender, Nikolaus Schweizer, Jia Zhuo, 2013, 1310.3694.

Error Criteria for Numerical Solutions of Backward SDEs

Christian Bender, Jessica Steiner, Christian Bender, 2010 .

Least-Squares Monte Carlo for Backward SDEs

Christian Bender, Jessica Steiner, Christian Bender, 2012 .

Interactions between Infringement and Protection of Intellectual Property Rights

Christian Bender, 2002 .

Pathwise Iteration for Backward SDEs

Christian Bender, Nikolaus Schweizer, Christian Gaertner, 2016, 1605.07500.

Fractional Processes as Models in Stochastic Finance

Christian Bender, T. Sottinen, E. Valkeila, 2010, 1004.3106.

On the Clark-Ocone Theorem for Fractional Brownian Motions with Hurst Parameter bigger than a Half

R. Elliott, Christian Bender, 2003 .

Culture and Deception: The Influence of Language and Societies on Lying

Darrin J. Griffin, Christian Bender, 2019, The Palgrave Handbook of Deceptive Communication.

Solving Optimal Stopping Problems via Randomization and Empirical Dual Optimization

D. Belomestny, J. Schoenmakers, Christian Bender, 2022, Math. Oper. Res..

Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations

Christian Bender, Marie Bormann, Y. Butko, 2022, 2202.01655.

A Forward Scheme for Backward SDEs 1

Christian Bender, R. Denk, 2005 .

A generalised Itō formula for Lévy-driven Volterra processes

Christian Bender, R. Knobloch, Philip Oberacker, 2014, 1402.6568.

On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model

Christian Bender, P. Parczewski, 2012 .

Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations

Christian Bender, Y. Butko, M. Bormann, 2022, Fractional Calculus and Applied Analysis.

Modern Stochastics: Theory and Applications, 19-23.6. 2006, Kiev, Ukraine

Esko Valkeila, Christian Bender, Tommi Sottinen, 2007 .

Enhanced policy iteration for American options via scenario selection

Anastasia Kolodko, Christian Bender, J. Schoenmakers, 2008 .

Policy iteration for american options: overview

John Schoenmakers, Anastasia Kolodko, Christian Bender, 2006, Monte Carlo Methods Appl..

A Posteriori Estimates for Backward SDEs

Christian Bender, Jessica Steiner, Christian Bender, 2013, SIAM/ASA J. Uncertain. Quantification.

Dual pricing of multi-exercise options under volume constraints

Christian Bender, Christian Bender, 2011, Finance Stochastics.

A forward scheme for backward SDEs

Robert Denk, Christian Bender, Christian Bender, 2007 .

Innovation By Half-Measures in German Manufacturing

Christian Bender, 1996 .

Discretization of Backward Stochastic Volterra Integral Equations

R. Korn, Christian Bender, 2012 .

THE THEORY OF THE FIRM REVISITED: CHANGING FIRM BOUNDARIES IN A NEW INFORMATION AND COMMUNICATION ENVIRONMENT*

Christian Bender, 2002 .

Solving stochastic dynamic programs by convex optimization and simulation

Denis Belomestny, Christian Bender, Nikolaus Schweizer, 2014 .

Pathwise Dynamic Programming

Christian Bender, Nikolaus Schweizer, Christian Gärtner, 2018, Math. Oper. Res..

Pricing by hedging and no-arbitrage beyond semimartingales

Tommi Sottinen, Esko Valkeila, Christian Bender, 2008, Finance Stochastics.

Primal and Dual Pricing of Multiple Exercise Options in Continuous Time

Christian Bender, Christian Bender, 2011, SIAM J. Financial Math..

DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS

Jianing Zhang, Christian Bender, John G. M. Schoenmakers, 2011, 1112.2638.

`Regression Anytime' with Brute-Force SVD Truncation pdf

Christian Bender, Nikolaus Schweizer, Christian Bender, 2019, The Annals of Applied Probability.

The German Debt Brake Approaches for an Improvement of the Technical Design

Christian Bender, T. Lenk, P. Glinka, 2020 .

Finite Variation of Fractional Lévy Processes

Christian Bender, A. Lindner, Markus Schicks, 2011, Journal of theoretical probability.

Finite Variation of Fractional Lévy Processes

Christian Bender, A. Lindner, Markus Schicks, 2010, 1012.5942.

Discretizing Malliavin calculus

Christian Bender, P. Parczewski, 2016, Stochastic Processes and their Applications.

Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus

Christian Bender, P. Parczewski, 2010, 1010.1666.

Fractional Brownian Motion in Financial Modeling

Christian Bender, L. Viitasaari, 2016 .

Itô’s formula for Gaussian processes with stochastic discontinuities

Christian Bender, 2018, The Annals of Probability.

Backward SDEs driven by Gaussian processes

Christian Bender, 2014 .

No-arbitrage pricing beyond semimartingales

Christian Bender, T. Sottinen, E. Valkeila, 2006 .

An S-transform approach to integration with respect to a fractional Brownian motion

Christian Bender, 2003 .