Tan Xiaolu
Scholar

Tan Xiaolu

Google Scholar ID: uRbMrJAAAAAJ
The Chinese University of Hong Kong
Mathematical FinanceStochastic Analysis
Homepage↗Google Scholar↗
Citations & Impact
All-time
Citations
1,276
 
H-index
21
 
i10-index
33
 
Publications
20
 
Co-authors
15
list available
Contact
Emailxiaolu.tan@cuhk.edu.hkCVOpen ↗
Publications
20 items
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
  • Publications (details on personal website).
Research Experience
  • 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
Co-authors
15 total
Co-author 1
Co-author 1
bruno bouchard
bruno bouchard
Université Paris Dauphine - PSL
Dylan Possamaï
Dylan Possamaï
Full Professor, ETH Zürich, Mathematics
Co-author 4
Co-author 4
Xavier Warin
Xavier Warin
EDF
Co-author 6
Co-author 6
Chao Zhou
Chao Zhou
Associate Professor at Department of Mathematics, National University of Singapore
Gregoire Loeper
Gregoire Loeper
BNP Paribas Global Markets, genOTC