Research Interests

Mathematical Finance (Rough Stochastic Volatility, Pathwise Methods in Finance)

Machine Learning Techniques in Finance and Insurance

Noncommutative Rings/Algebras

Noncommutative Probabililty Theory (Free Probability) 

Stein Method

Malliavin--Stein Method

Stochastic Analysis

Statistical Inferences of Stochastic Processes

Fractional Brownian Motion