Christian Litterer

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Expectation Maximization

Stochastic Processes

Control Problems

Top Venues

SIAM J. Financial Math.

Publications

Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren
A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA. SIAM J. Financial Math. 7 (1) (2016)