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I received my Diploma in Mathematics in 1998 and PhD (CSc) in Mathematics (Probability Theory and Mathematical Statistics) in 2001 from Moscow State University. My doctoral advisor was Albert N. Shiryaev. I joined LSE in 2007. My main research interests are optimal stopping and stochastic control problems and their applications in finance and statistics. I am also interested in stochastic analysis, stochastic games, and credit risk theory.
optimal stopping problems;
stochastic control problems;
credit risk theory
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