My main research interest is the optimal stopping theory and, in particularly, its connection with free-boundary problems and also its applications such as theoretical and numerical pricing of American-style options; optimal asset selling; optimal prediction problems in finance; sequential hypothesis testing and quickest detection problems in economics and engineering.
Ph D, The University of Manchester, Probability, 2014.
MS, Lomonosov Moscow State University, Mathematics, Actuarial and Financial Mathematics, 2011.
GSM MF770 F1
GSM MF770 F2