Personal Information
I am an Associate Professor at Princeton University's ORFE department, an associated faculty member at the Bendheim Center for Finance and at the Program in Applied and Computational Mathematics. 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.
Selected awards and honors
- Claytor-Gilmer Fellowship by the AMS, 2023
- CAREER award by the NSF, 2022
- MGB-SIAM early career fellowship fellowship, Class of 2022
- E. Lawrence Keyes, Jr. / Emerson Electric Co. Faculty Advancement Award by SEAS, Princeton University, 2021
- NSF grant DMS-20058321
Contact
Department of Operations Research and Financial Engineering
Princeton University
Sherrerd Hall 203, Princeton, NJ 08544
Phone: +1 (609) 258 4558
Photo credit: David Crow