Technische Universität Berlin
Institut für Mathematik
Fachgebiet Finanzmathematik
Address
Straße des 17. Juni 136
10623 Berlin
Deutschland
GERiT
This institution in GERiT
10623 Berlin
Projects
Research Fellowships
Completed projects
Gittins Indices und Optimierungsprobleme in unvollständigen Finanzmarktmodellen
(Applicant
Bank, Peter
)
CRC/Transregios
Current projects
Rough analysis in stochastic control
(Project Heads
Bank, Peter
;
Horst, Ulrich
)
Signature methods for optimal control in finance
(Project Heads
Bank, Peter
;
Bayer, Christian
)
Research Training Groups
Completed projects
GRK 1845: Stochastic Analysis with Applications in Biology, Finance and Physics
(Spokesperson
Imkeller, Peter
)
International Research Training Groups
Current projects
GRK 2544: Stochastic Analysis in Interaction
(Spokesperson
Bank, Peter
)
