My research interests 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, Skorokhod embedding problem, stochastic (partial) differential equations.

2019- now     Assistant professor (tenure-track) at University of Mannheim
2017-2019     Lecturer at University of Oxford
2015-2017     Postdoctoral researcher at ETH Zürich
                          with Prof. Josef Teichmann
2012-2015     Ph.D. student at Humboldt-Universität zu Berlin
                          supervisor: Prof. Peter Imkeller
2010-2011     Studies in mathematics at Imperial College London
2007-2012     Studies in mathematics with economics at Humboldt-Universität zu Berlin

• Stochastic Analysis with Modelled Distributions,
  with Chong Liu and Josef Teichmann, to appear in Stoch. Partial Differ. Equ. Anal. Comput.,  arXiv:1609.03834, 2020+.
• Martingale Optimal Transport Duality, 
  with Patrick Cheridito, Matti Kiiski and H. Mete Soner, to apprear in Math. Ann., arXiv:1904.04644, 2020+.
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations,  
  with Leif Döring, Lukas Gonon and Oleg Reichmann, to appear in  J. Theoret. Probab., arXiv:1812.08579, 2019+.
• Characterization of non-linear Besov spaces,
  with Chong Liu and Josef Teichmann,  Trans. Amer. Math. Soc., vol. 373, no. 1, p. 529-550, 2020.
• On Skorokhod Embeddings and Poisson Equations,
  with Leif Döring, Lukas Gonon and Oleg Reichmann, Ann. Appl. Probab., vol. 29, no. 4, p. 2302-2337, 2019.
• Duality for pathwise superhedging in continuous time,
  with Daniel Bartl, Michael Kupper and Ludovic Tangpi, Finance Stoch., vol. 23, no. 3, p. 697-728, 2019.
• A superhedging approach to stochastic integration,
  with Rafał M. Łochowski and Nicolas Perkowski, Stoch. Process. Appl., vol. 128, no. 12, p. 4078–4103, 2018.
• Rough path metrics on a Besov-Nikolskii type scale,
  with Peter K. Friz, Trans. Amer. Math. Soc., vol. 370, no. 12, p. 8521-8550, 2018.
• Examples of Itô càdlàg rough paths,
  with Chong Liu, Proc. Amer. Math. Soc., vol. 146, no. 11, p. 4937-4950, 2018.
• Pathwise super-replication via Vovk's outer measure,
  with Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann and Nicolas Perkowski, Finance Stoch., vol. 21, no. 4, p. 1141-1166, 2017.
• Rough differential equations driven by signals in Besov spaces,
  with Mathias Trabs, J. Differential Equations, vol. 260, no. 6, p. 5202-5249, 2016.
• Pathwise stochastic integrals for model free finance,
  with Nicolas Perkowski, Bernoulli, vol. 22, no. 4, p. 2486-2520, 2016.
• An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift,
  with Alexander Fromm and Peter Imkeller, Electron. J. Probab., vol. 20, no. 127, 1-38, 2015.
•  Existence of Levy's area and pathwise integration,
  with Peter Imkeller, Commun. Stoch. Anal., vol. 9, no. 1, p. 93-111, 2015.
• Local times for typical price paths and pathwise Tanaka formulas,
  with Nicolas Perkowski, Electron. J. Probab. vol. 20, no. 46, p. 1-15, 2015.

• Continuity of the Ito map on Nikolskii spaces, with Peter K. Friz, MFO Report No. 24/2016.
• Stochastic Analysis with Modelled Distributions, with Josef Teichmann, MFO Report No. 24/2016.

• Robust Stochastic Analysis with Applications, 2015, PhD thesis;
  supervisor: Peter Imkeller.
• Minimal Supersolutions for non-Markovian BSDEs, 2012, Diploma thesis;
  supervisor: Peter Imkeller.