Working paper
(TBD) Paper 1
(TBD) Paper 2
Quantitative Research · Mathematical Finance
“There are two types of people in this world, those who love mathematics and those who have never had a good mathematics Professor.”
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My research focuses in stochastic control in decentralized markets. I develop mathematical models and numerical methods for pricing and hedging liquidity provision in decentralized exchanges (DEXs).
My current research focuses on optimal liquidity strategies in automated market makers (AMMs), and optimal portfolio allocation for liquidity providers (LPs) in decentralized markets.
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Working paper
(TBD) Paper 2
Research project
(TBD) Paper 4
Research project
(TBD)
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Under construction
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