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职业迁徙
个人简介
I am a Professor of Mathematics and a member of the Mathematical and Computational Finance Group at the Mathematical Institute, Fellow of St John's College and a member of the Oxford-Man Institute of Quantitative Finance. Before coming to Oxford I was a Marie Curie Post-Doctoral Fellow at Imperial College London.
I have a general interest in Mathematical Finance and its interplay with Probability Theory and I look at a number of different problems where tools from martingale theory and stochastic analysis can be applied. My main focus is on the robust approach to Mathematical Finance, which does not start with an a priori model but rather with the information available in the markets. These problems are intimitely linked with martingale optimal transport problem and Skorokhod embeddings. My research is supported by an ERC Starting Grant.
I have a general interest in Mathematical Finance and its interplay with Probability Theory and I look at a number of different problems where tools from martingale theory and stochastic analysis can be applied. My main focus is on the robust approach to Mathematical Finance, which does not start with an a priori model but rather with the information available in the markets. These problems are intimitely linked with martingale optimal transport problem and Skorokhod embeddings. My research is supported by an ERC Starting Grant.
研究兴趣
论文共 77 篇作者统计合作学者相似作者
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NeurIPS 2023 (2023)
arXiv (Cornell University) (2023)
arXiv (Cornell University) (2023)
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作者统计
#Papers: 77
#Citation: 1559
H-Index: 23
G-Index: 37
Sociability: 4
Diversity: 0
Activity: 1
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