Since November 2016, I am a Lecturer in Financial Mathematics at King's College London, UK.
Previously I was a Postdoc researcher in the Department of Mathematics at Humboldt University (Berlin, Germany) and a member of the Research Training Group 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" of Berlin.
I defended my PhD in Mathematics at University Paris Dauphine (France), the 28th of September 2015 (Advisor: Prof. Bruno BOUCHARD, Co-advisor: Prof. Romuald ELIE).
Research interests :
- Stochastic processes
- Stochastic control
- Stochastic Games
- Numerical Probabilities
- Backward Stochastic Differential equations with Jumps
- Risk measures
- Stochastic modelling
- HJB Partial integro-differential equations
- Rough paths