Expert Image Dr Christoph Czichowsky
Department of Mathematics
Experience keywords: duality, financial mathematics, market frictions, mean-variance portfolio optimisation, optimal portfolio choice, shadow prices, stochastic analysis, stochastic optimal control, transaction costs

Expert Image Dr Arne Lokka
Department of Mathematics
Experience keywords: Levy processes, Malliavin calculus, disorder detection, hedging of derivatives, optimal stopping, pricing of derivatives, stochastic analysis

LSE Research Online|

Collection of LSE research outputs

LSE Consulting|

Service providing unique access
to LSE's expertise

Create or update your
online profile

[access restricted to staff]

Research highlights|

Short articles about LSE research