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 (hypo-)elliptic stochastic differential equations under repeated observations. More specifically, I am interested in estimation of drift or volatility coefficients as well as (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

CV

• PhD Mathematics, Université Paris Cité, 2024 - present
• M.Sc. Mathematics, Universität Heidelberg, 2022 - 2024
• B.Sc. Mathematics, Universität Heidelberg, 2018 - 2022

Credit to Maximilian Siebel from whose (much more beautiful) website layout I “took inspiration”.