Christoph Knochenhauer

Prof. Christoph Knochenhauer

Assistant Professor – Technische Universität München

Contact Details

I am an Assistant Professor for Mathematical Finance at

Technische Universität München
School of Computation, Information and Technology
Parkring 11 – 13
85748 Garching bei München, Germany


Research Interests

  • Stochastic Control, especially Impulse Control
  • Mathematical Finance, especially Portfolio Optimization and Transaction Costs
  • Viscosity Solutions of Partial Differential Equations
  • Stochastic Games and Mean Field Games
  • Numerical Methods for Partial Differential Equations using Probabilistic and Deep Learning Approaches