I am a PhD student in applied mathematics at CMAP, École Polytechnique. My research focuses on stochastic calculus, non-Markovian processes, path-signatures and random matrix theory, with applications in mathematical finance.
I am a PhD student in applied mathematics at CMAP, École Polytechnique. My research focuses on stochastic calculus, non-Markovian processes, path-signatures and random matrix theory, with applications in mathematical finance.