Reinhard Fellmann
Research topic/title: Risk and stability in complex economic and financial systems
Contact details: r.fellmann1@lse.ac.uk, Room LCH 1.04
+44 (0) 20 7107 5636
Supervisor(s): Dr Erik Baurdoux / Dr Andrea Vedolin (Department of Finance)
Tak Yui Ho
Research topic/title: Simulation methods for path dependent options
Contact details: t.y.ho2@lse.ac.uk, Room COL 2.0
Supervisor(s): Dr Angelos Dassios / Professor Pauline Barrieu
Victory Idowu
Research topic/title: Uncertainty quantification
Contact details: v.idowu@lse.ac.uk, Room LCH 1.04
+44 (2) 20 7107 5636
Supervisor(s): Professor Pauline Barrieu / Dr Hao Xing
Luting Li
Research topic/title: Quantile studies in mathematical finance
Contact details: l.li27@lse.ac.uk, COL 7.03
Supervisor(s): Dr Angelos Dassios / Dr Hao Xing
Shiju Liu
Research topic/title: Excursions of Brownian motion with jumps and applications on Parisian barrier options
Contact details: s.liu20@lse.ac.uk, Room TW1 U.11
Supervisor(s): Dr Angelos Dassios / Dr Erik Baurdoux
Yan Qu
Research topic/title: Simulating mean reverting process driven by subordinator
Contact details: y.qu3@lse.ac.uk, COL 2.0
Supervisor(s): Dr Angelos Dassios / Dr Erik Baurdoux
Alexandra Tsimbalyuk
Research topic/title: Continuous-time perpetuities and time reversal of diffusions
Contact details: a.tsimbalyuk@lse.ac.uk, Room LCH 1.04
+44 (0) 20 7107 5636
Supervisor(s): Professor Kostas Kardaras / Dr Umut Cetin
Georgios Vichos
Research topic/title: Risk-sharing games
Contact details: g.vichos@lse.ac.uk, Room LCH 1.04,
+44 (0) 20 7107 5636
Supervisor(s): Professor Kostas Kardaras / Dr Kostas Kalogeropoulos
Diego Zabaljauregui
Research topic/title: Optimal market making in FX / Stochastic control and optimisation
Contact details: d.zabaljauregui@lse.ac.uk, Room LCH 1.04
+44 (0) 20 7107 5636
Supervisor(s): Dr Luciano Campi / Dr Beatrice Acciaio
Xiaolin Zhu
research topic/title: The hitting time of Ornstein-Uhlenbeck process and more complicated mean-reverting type process
Contact details: x.zhu15@lse.ac.uk, COL 2.0
Supervisor(s): Dr Angelos Dassios / Dr Hao Xing