About

I am a Ph.D. student at the MAP5, Université Paris Cité, under the supervision of Fabienne Comte and Adeline Leclercq-Samson. My research focuses on nonparametric estimation for stochastic differential equations, such as drift- or volatility estimation and transformations of the transition density. I am also passionate about applications relating to financial mathematics such as option pricing.

Contact

Office 750
MAP5, Université Paris-Cité
45 rue des Saints Pères, 75270 Paris Cedex 06, FRANCE