Professor of Mathematical Finance
PhD in Applied Mathematics from Scuola Normale Superiore
Affiliation: Department of AI, Data and Decision Sciences, Libera Università Internazionale degli Studi Sociali (LUISS).
Address: Viale Romania 32, 00197 Rome, Italy
Email: if Name Surname, then nsurname@luiss.it
Research Interests
ESG and carbon risk
Stochastic models for finance and energy markets
Super replication, pricing and portfolio optimization
Risk and performance measures, risk minimization
Generalizations of martingales
Service to the Profession
Managing Editor
International Journal of Theoretical and Applied Finance (World Scientific)
https://www.worldscientific.com/worldscinet/ijtaf
Associate Editor
Mathematical Finance (Wiley)
https://onlinelibrary.wiley.com/journal/14679965
Associate Editor (2018–2023)
Review of Derivatives Research (Springer)
https://www.springer.com/journal/11147
