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个人简介
My research focuses on the field of stochastic analysis and its applications to mathematical finance. In the area of mathematical finance I have published on stochastic portfolio theory, exchange rate options, and the modelling of financial markets in the presence of arbitrage. In stochastic analysis, I have mostly focused on the uniform integrability of local martingales and on one-dimensional diffusions. I have also worked on economic learning models and stochastic approximation, and on estimating social structure with indirectly observed network data.
研究兴趣
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JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGYno. 1 (2024)
ELECTRONIC JOURNAL OF PROBABILITYno. none (2023)
JOURNAL OF BUSINESS & ECONOMIC STATISTICSno. 4 (2022): 1442-1454
arxiv(2022)
user-5dd52aee530c701191bf1b99(2021)
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