Scholar
Christoph Knochenhauer
Google Scholar ID: _TXosSAAAAAJ
Technical University of Munich
Citations & Impact
Citations
149
H-index
7
i10-index
5
Publications
20
Co-authors
0
Contact
Publications
Resume (English only)
Academic Achievements
- Published multiple papers, including:
- - Paper on Fractional Diffusion Bridge Models accepted at the 39th Annual Conference on Neural Information Processing Systems
- - Preprint on ESG Risk: Lessons learned from Utility Theory
- - Preprint on An Explicit Solution for the Problem of Optimal Investment with Random Endowment
- - Paper on Optimal Adaptive Control with Separable Drift Uncertainty accepted in SIAM Journal on Control and Optimization
- - Paper on Long-Run Behavior and Convergence of Dynamic Mean Field Equilibria accepted in Dynamic Games and Applications
Research Experience
- Serves as an Assistant Professor for Mathematical Finance at Technical University of Munich.
Background
- Assistant Professor for Mathematical Finance at Technical University of Munich. Research interests include: Stochastic Control Theory and Stochastic Games, Viscosity Solutions of Partial Differential Equations, Optimal Investment Problems, Numerical Methods for High-Dimensional Partial Differential Equations.
Co-authors