Skip to main content
Bayesian Computational Statistics and Modeling
BAYESCOMP
Bayesian Computational Statistics and Modeling
Main navigation
Home
About
Research
Software
Contact Us
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.