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Current PhD Students

Bernhardt

Thomas Bernhardt
Research group: Financial Mathematics
Research topics: Weak Solutions of reflected SDEs/ Approximation of Levy Processes with Diffusions
Further information: personal website
Contact details: T.Bernhardt@lse.ac.uk
Supervisor(s): Professor Michalis Zervos

 
Corsten Jan

Jan Corsten
Research group: Discrete Mathematics
Research topics: TBC
Further information: personal website
Contact details: J.Corsten@lse.ac.uk
Supervisor(s): Dr Peter Allen / Dr Julia Böttcher

 
Dankovics_Attila

Attila Dankovics
Research group: Discrete Mathematics
Research topics: TBC
Contact details: A.J.Dankovics@lse.ac.uk
Supervisor(s): Prof Jozef Skokan / Dr Julia Böttcher

 
Nora Frankl

Nόra Frankl
Research group: Discrete Mathematics
Research topic: Discrete Geometry
Contact details: N.Frankl@lse.ac.uk
Supervisor(s): Dr Konrad Swanepoel / Professor Jozef Skokan

 
Guo

Yang Guo
Research group: Financial Mathematics
Research topic/title: Stochastic control problems & viscosity solutions
Contact details: Y.Guo14@lse.ac.uk
Supervisor(s): Professor Mihail Zervos / Dr Christoph Czichowsky

 
Keat

Eng Keat Hng
Research group: Discrete Mathematics
Research topics: TBC
Contact details: E.Hng@lse.ac.uk
Supervisor(s): Dr Julia Böttcher / Dr Peter Allen

 
Husic_Edin

Edin Husić
Research group: Operations Reserach
Research topics: TBC
Contact details: E.Husic@lse.ac.uk
Supervisor(s): Dr Laci Vegh / Prof Gregory Sorkin

 
Kucera_Stan

Stanislav Kučera
Research group: Discrete Mathematics
Research topics: TBC
Further information: personal website
Contact details: S.Kucera@lse.ac.uk
Supervisor(s): Prof Jan van den Heuvel / Prof Gregory Sorkin

 
Kusnetsov,-Michael

Michael Kusnetsov
Research group: Financial Mathematics
Research topic: Dynamic network models of interbank contagion
Contact details: M.Kusnetsov@lse.ac.uk
Supervisor(s): Dr Luitgard Veraart / Dr Pavel Gapeev

 
Lin

Aaron Lin
Research group: Discrete Mathematics
Research topic: Discrete Geometry
Contact details: H.Lin8@lse.ac.uk
Supervisor(s): Dr Konrad Swanepoel / Professor Bernhard von Stengel

 
Pasos

Jose Pasos
Research group: Financial Mathematics
Research topic: Linear diffusions and optimal capacity expansion models.
Brief summary: We model an investor’s capacity expansion decisions as solutions to singular stochastics control problems where the market uncertainty is modelled by a linear diffusion. The optimal strategies are described in terms of a free boundary dividing investing and waiting regions.
Further information: personal website
Contact details: J.E.Pasos@lse.ac.uk
Supervisor(s): Professor Michalis Zervos / Dr Arne Lokka

 
Schelling web

Denis Schelling
Research group: Financial Mathematics
Research topics: Financial Mathematics, Portfolio Optimisation
Contact details: D.M.Schelling@lse.ac.uk
Supervisor(s): Dr Albina Danilova / Dr Christoph Czichowsky

 
Wang, Weiguan

Weiguan Wang
Research group: Financial Mathematics
Research topics: Machine Learning with Application to Mathematical Finance
Contact details: W.Wang34@lse.ac.uk
Supervisor(s): Dr Johannes Ruf / Dr Arne Lokka

 
Wittur

Nicola Wittur
Research group: Game Theory
Research topics: Repeated Games, Entropy and Information
Transmission
Contact details: N.Wittur@lse.ac.uk
Supervisor(s): Professor Oliver Gossner / Dr Ron Peretz

 
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