2024-, Professor, The Chinese University of Hong Kong, 2019-2024, Associate Professor, The Chinese University of Hong Kong, 2013-2019, Assistant Professor, University of Paris Dauphine-PSL
Background
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.
Miscellany
Room 227, Lady Shaw Building, The Chinese University of Hong Kong, Shatin, N.T. Hong Kong, E-Mail: xiaolu.tan@cuhk.edu.hk