About

I am a second year PhD student in the Department of Statistics at the London School of Economics and Political Science. My supervisors are Prof. Angelos Dassios and Prof. Erik Baurdoux.

My field of research is pricing of exotic derivatives. Currently, I am working on projects involving applications of Parisian options, which are a type of occupation-time derivatives depending on the time elapsed of an underlying asset.

Before coming to LSE, I completed a Masters in Mathematical and Computational Finance at the University of Oxford.