Junwei Xu

I am currently a PhD student at the LSE.

Supervisors:
Dr. Arne Løkka and Prof. Mihail Zervos

Completed Education:
MSc Financial Mathematics, London School of Economics, 2013
BSc Mathematics, University College London, 2012

Contact details:
j.xu19@lse.ac.uk
Department of Mathematics, Columbia House, London School of Economics, Houghton Street, London WC2A 2AE, UK


Research Interests

stochastic analysis, optimal control, optimal execution, contract theory, principal-agent problems


Working Papers