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.

2019-, Associate Professor, The Chinese University of Hong Kong,

2013-2019, Assistant Professor, University of Paris Dauphine-PSL,

  1. Room 227, Lady Shaw Building
    The Chinese University of Hong Kong
    Shatin, N.T. Hong Kong

  2. E-Mail:  xiaolu.tan@cuhk.edu.hk