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
E-Mail: knochenhauer@tum.de
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