Christian Bender

Finance · 2003–2013

A researcher in the Science corpus: 9 papers; trusts 46 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Finance — 91 citations into it; #1,464 of 10,518 by trust here, #3,859 by citations
• Economics and Econometrics — 35 citations into it; #5,423 of 23,481 by trust here, #14,996 by citations
• Demography — 27 citations into it
• Computational Mechanics — 16 citations into it
• Computational Theory and Mathematics — 16 citations into it
• Statistics and Probability — 15 citations into it; #11,855 of 12,932 by trust here, #11,487 by citations
• Mathematical Physics — 13 citations into it
• Numerical Analysis — 11 citations into it

Whom Christian Bender trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianfeng Zhang
2. Paul Glasserman
3. Patrick Cheridito
4. David Nualart
5. Bruno Bouchard
6. Jin Ma
7. Yaozhong Hu
8. Jean-Philippe Lemor
9. Francis A. Longstaff
10. Leif Andersen

Who trusts Christian Bender overall

1. David Nualart
2. Joachim Lebovits
3. Patrick Cheridito
4. Paolo Guasoni
5. D. Crisan
6. Jessica Steiner
7. Oana Mocioalca
8. W. E
9. Frederi G. Viens
10. Arnulf Jentzen

Papers from Christian Bender's perspective

Ordered by how strongly the researchers Christian Bender trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. Forward-Backward Stochastic Differential Equations and their Applications
3. A numerical scheme for BSDEs
4. Monte Carlo Methods in Financial Engineering
5. Numberical Method for Backward Stochastic Differential Equations
6. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
7. Arbitrage with fractional Brownian motion
8. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
9. DONSKER-TYPE THEOREM FOR BSDES
10. Path regularity for solutions of backward stochastic differential equations

Their papers

• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter (2003) — 148 citations
• A PRIMAL–DUAL ALGORITHM FOR BSDES (2013) — 52 citations
• An S-transform approach to integration with respect to a fractional Brownian motion (2003) — 71 citations
• TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (2009) — 99 citations
• Least-Squares Monte Carlo for Backward SDEs (2012) — 119 citations
• Error Criteria for Numerical Solutions of Backward SDEs (2010) — 55 citations
• Fractional Processes as Models in Stochastic Finance (2010) — 68 citations
• Time discretization and Markovian iteration for coupled FBSDEs (2008) — 135 citations
• Arbitrage with fractional Brownian motion (2007) — 343 citations