I am an assistant professor at Princeton University's ORFE department, and an associated faculty member at the Bendheim Center for Finance. 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
Department of Operations Research and Financial Engineering
Sherrerd Hall 203, Princeton, NJ 08544
Phone: +1 (609) 258 4558
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