PhD in Mathematics for Economic-Financial Applications, Sapienza University of Rome 2012

Research Interests

Mathematical Finance, Insurance Mathematics, Stochastic Control and Stopping, Stochastic Games


Associate professor in Probability and Statistics (Dept. ESOMAS)

Selected Works

  • Climate Impact Investing. Management Science, Doi:10.1287/Mnsc.2022.4472 with Tankov, P. and Zerbib, O.D. (2022)
  • The American Put With Finite-Time Maturity and Stochastic Interest Rate. Mathematical Finance 32 (4), Pp. 1170-1213 with Cai, C. and Palczewski, J. (2022)
  • On the value of non-Markovian Dynkin games with partial and asymmetric information.  Annals of Applied Probability 32 (3), pp. 1774-1813 with Merkulov, N. and Palczewski, J. (2022)