Xiaolu Tan

 

Research interest:


  • Stochastic Optimal Control, BSDEs

  • Martingale Optimal Transport

  • Numerical methods for nonlinear PDEs and optimisation problems

  • Applications of branching processes

  • Mathematical finance, insurance, etc.

Assistant Professor

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

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