Xiaolu Tan

 

Research interest:

  • Stochastic analysis:
    • Martingale transportation, optimal Skorokhod Embedding;
    • BSDE, stochastic control;
    • Applicaton in finance and insurance.
  • Numerical analysis:
    • Probabilistic numerical methods for stochastic control problems and nonlinear PDEs;
    • Numerical methods for martingale transportation problems;
    • Numerical methods in finance and insurance.

Assistant Professor

  1. University of Paris-Dauphine, PSL
    CEREMADE - UMR7534
    Place du Maréchal De Lattre De Tassigny
    75775 Paris Cedex 16, France

  2. E-Mail:  tan@ceremade.dauphine.fr