Research

The research interests of the group are stochastic analysis and mathematical finance with current focus on:

• martingale optimal transport,
• model-free financial mathematics,
• pathwise stochastic calculus (for financial applications),
• rough paths, paracontrolled distributions, regularity structures,
• stochastic (partial) differential equations.

You can find here a list of recent publications of the research group. For the complete publication list of each group member please consult their individual profil pages.