Welcome
to my personal website! I am currently a PostDoc of Peter Friz at TU Berlin. Furthermore, I am the coordinator of the Berlin-Oxford International Research Training Group IRTG 2544 “Stochastic Analysis in Interaction”.
As a Berlin math student I was part of the Berlin Mathematical School (BMS). Also, I am affiliated to the DFG-funded project CRC-TRR 388 “Rough Analysis, Stochastic Dynamics & Related Fields”.
Research interests
My research interests include
- Stochastic Numerics
- (Rough) Volatility Models
- Signature Methods, in particular for Mathematical Finance.