I am a postdoctoral researcher at Delft Institute of Applied Mathematics, working on machine learning methods for finance. 

Previously, I was a PhD candidate at TUDelft in the group of Applied Probability.
My PhD project was mainly concerned with the study of Hamilton -Jacobi equations and the use of them in the theory of Large deviations for Markov processes.

Research interests:

• Machine learning methods for option pricing problems.

• Viscosity solutions for Hamilton-Jacobi, Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Isaacs equations

• Large deviations for Markov processes

• Stochastic processes on manifolds