Personal Information


I am an assistant professor at Princeton University's ORFE department. My postdoctoral fellowship was in the Department of mathematics at the University of Vienna in the group of W. Schachermayer, and my Phd between Humboldt University Berlin and University of Konstanz with M. Kupper.

My research interests include Stochastic analysis and Mathematical Finance.



Department of Operations Research and Financial Engineering
Princeton University
Sherrerd Hall 203, Princeton, NJ 08544

Phone: +1 (609) 258 4558

Email: ludovic.tangpi[at]



  • Join our Workshop!

    Together with Professor Hubert (ORFE, Princeton), we are organizing a Workshop on Stochastic Control & Financial Engineering: Methods and Numerics, in Princeton in June 20-23, 2023

  • Financial Mathematics Mentoring Initiative;