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I am Associate Professor of Financial Mathematics at the Department of Economics and Finance of University of Rome Tor Vergata and member of the Rome Centre on Mathematics for Modeling and Data Sciences - RoMaDS.

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.