I am a research fellow at the Nanyang Technological University under the supervision of Prof. Ariel Neufeld. 

I obtained my PhD degree in mathematics form the University of Edinburgh under the supervision of Prof. István Gyöngy. 

My detailed CV can be found here.

My main research interest lies in:

• Numerical schemes for high-dimensional PDEs: Simulation-based numerical methods, Machine learning algorithms

• Stochastic partial differential equations: Zakai equations, Non-local operators, Solvability, Regularities, Numerics

• Mathematical Finance: Market models with jumps, Stochastic volatility, Derivative pricing, Default risk, Incomplete market