Regular biography
Prof. Xiaolu TAN is a faculty member in the Department of Mathematics at The Chinese University of Hong Kong. She can be contacted via email at xltan@math.cuhk.edu.hk or through her profile page at https://www.math.cuhk.edu.hk/people/academic-staff/xltan. Her research interests and other details are not specified in the available information.
Scholar-generated biography
Tan Xiaolu is a researcher at The Chinese University of Hong Kong, specializing in Mathematical Finance and Stochastic Analysis. His work focuses on stochastic control, optimal transport, and numerical methods for solving backward stochastic differential equations (BSDEs). He has contributed to the development of branching process algorithms for BSDEs and explored the connections between stochastic control and dynamic programming. His research also addresses the robust pricing-hedging duality for American options and the simulation of stochastic Volterra equations. His publications highlight the application of stochastic analysis in financial mathematics and the theoretical foundations of optimal control problems.