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. Recently, I have been working on developing the so-called Predictable Forward Perforemance Processes (see here and here) and on optimal consumption models under a habit-formation constraint (see here and here). For more details about my research, see my publications page.

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.