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I am currently Assistant Professor in the IEOR department at Columbia University. Prior to that, I was Assistant Professor at Université Paris Dauphine (CEREMADE), from 2012 to 2017. More details can be found on my CV. You can also visit my Google Scholar, ArXiv, HAL, and Orcid pages.
  • Research Interests :

Stochastic analysis, backward stochastic differential equations, risk measures theory, model uncertainty, robust finance, stochastic control, contract theory, principal-agent problems, moral hazard, adverse selection, Malliavin calculus, transaction costs.

  • Contact Information :
Columbia University 
Industrial Engineering & Operations Research
500 W 120th Street
New York, NY, 10027
Office: Mudd 308 
Phone: +1 (212)-851-9504
Email: dp2917(at)columbia.edu