Current PhD student of quantitative finance under supervision of Mihail Zervos and Christoph Czichowsky. Focused on stochastic control of Itô difussions and Lévy process applied to investment expansion and portfolio allocation problems. Other interests include optimal execution models, diffusion limits of limit order book series and numerical treatment of SDEs.



LSE office: COL 3.16

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Department of Mathematics, LSE
Columbia House
69 Aldwych, WC2B 4RR
London, United Kingdom