About me

I am an Assistant Professor in the Department of Mathematics at the University of Miami. My research interest lies primarily in studying stochastic control problems arising in finance and insurance. Recent projects include Optimal Consumption under a Habit-Formation Constraint, optimal trading of futures contracts, and developing the discrete-time version of the forward performance measure. You can find more details about my research here.

I hold a DPhil in Mathematics from the University of Oxford which I have completed in 2014 under the supervision of Thaleia Zariphopoulou. Here are links to my page on the Mathematics Genealogy Project and my CV.