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Profile
| Academic position | Full Professor |
|---|---|
| Research fields | Probability theory and stochastic processes,Analysis, Differential Equations,Measure and integration |
| Keywords | Discrete and continuous financial market modeling, Smooth measures in infinite dimensional spaces, Asymptotics of intergals in infinite dimensions, Optimal hedging in incomplete markets |
Current contact address
| Country | United States of America |
|---|---|
| City | Waltham |
| Institution | Bentley University |
| Institute | Department of Mathematical Sciences |
Host during sponsorship
| Prof. Dr. Sergio Albeverio | Fakultät für Mathematik, Ruhr-Universität Bochum, Bochum |
|---|---|
| Prof. Dr. Sergio Albeverio | Abteilung für Wahrscheinlichkeitstheorie und Statistik, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn |
| Start of initial sponsorship | 01/02/1997 |
Programme(s)
| 1996 | Humboldt Research Fellowship Programme |
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