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I am Associate Professor of Financial Mathematics at the Department of Economics and Finance of University of Rome Tor Vergata.

Previously, I worked in Berlin at the Weierstrass Institute for Applied Analysis and Stochastics, within the group Stochastic Algorithms and Nonparametric Statistics, and at Inria, in the Nancy-Grand Est center, within the team Tosca (simulation and calibration of stochastic processes). 

I received my PhD in Applied Mathematics from University Paris-Est and University of Padova.