Current Position
Full Professor
Department of Economics, University of Verona.
Positions held
Associate Professor, Department of Economics, University of Verona.
Tenure Track Assistant Professor (RTDB), Department of Economics, University of Verona.
Temporary Assistant Professor (RTDA), Department of Economics, University of Verona.
CFM research fellowship, Mathematics Department, Imperial College London.
Post-doc research fellowship, Mathematics Department (Mathematical and Computational Finance Group), University of Oxford.
Nomura research fellowship, Mathematics Department (Mathematical and Computational Finance Group), University of Oxford .
Education
Master of Science in Applied Mathematics, Università di Roma "La Sapienza".
Bachelor in Mathematics, Università di Roma "La Sapienza".
PhD thesis
ITN SADCO Marie-Curie fellowship, FR7 EU program & INRIA-Saclay Île de France.
On some stochastic control problems under state constraints.
Prof. Hasnaa Zidani, Prof. Olivier Bokanowski
Supervisions
Marco Scaratti. PhD Thesis, ongoing.
Julen Rotaetxe, PhD Thesis, “Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations”. Co-supervision with C. Reisinger
Collective responsibilities
Associate Editor for the SIAM J. Financial Mathematics (2022-present)
Associate Editor for the Journal of Computational Finance (2018-present).
Awards
Abilitazione Scientifica Nazionale I fascia, settore 13/D4 (Mathematics for Economics and Actuarial Sciences)
Abilitazione Scientifica Nazionale II fascia, settori 01/A3 (Analysis and Probability), 01/A5 (Numerical Analysis)
Qualification aux fonctions de Maître de Conférences (French system) 2016-2019