Claire Zeng
I am a third year PhD candidate in the department of Operations Research and Financial Engineering (ORFE) at Princeton University. I am also an Ingénieur Diplômé from Ecole Nationale des Ponts et Chaussées, where I obtained my Bachelor in Science and Master of Research in Applied Mathematics and Computer Science.
More details can be found on my CV.
Research
Publications
René Carmona & Claire Zeng (2023) Optimal Execution with Identity Optionality, Applied Mathematical Finance, DOI: 10.1080/1350486X.2023.2193343
Talks
Teaching
Fall 2021 Assistant in Instruction ORF309 - Introduction to Probability and Stochastic Systems
Spring 2022 Assistant in Instruction ORF309 - Introduction to Probability and Stochastic Systems
Fall 2022 Head Assistant in Instruction ORF309 - Introduction to Probability and Stochastic Systems
Spring 2023 Head Assistant in Instruction ORF309 - Introduction to Probability and Stochastic Systems