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Advanced Algorithm and Numerical Simulations Laboratory
AANSLab
Advanced Algorithm and Numerical Simulations Laboratory
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stochastic algorithms
Christian Bayer
Research Scientist,
Weierstrass Institute for Applied Analysis and Stochastics
Quantitative finance
stochastic algorithms
Christian Bayer's research focuses on financial mathematics and stochastic numerics, including modelling stock indices and numerical approximation of stochastic optimal control problems.
