About Me

This is me:

Lido di Venezia, September 2013

Villa Papafava, Frassanelle (Padova), 7th May 2016

San Martino di Castrozza

Kyoto, March 2014

Padova, November 2014

Varano de' Melegari circuit, May 2019

Research interests: stochastic calculus and martingale theory: application to Finance and to Energy Finance; numerical Probability methods applied to Finance, discontinuous market models; stochastic control problems under complete and partial information; filtering; grossissement de filtrations.

Personal interests: travelling, photography, auto racing.

Contact Details (Work)

  • Address

Dipartimento di Matematica

UniversitĂ  degli Studi di Padova

Via Trieste, 63

I-35121 Padova, Italy

  • Office

Room 512 (Torre Archimede)

  • Email

gcallega[at]math.unipd.it

  • Phone

+39 049 827 14 81