About me
Welcome to my homepage! I am a Ph.D. student in the Department of Finance and Risk Engineering at New York University, advised by Professor Nizar Touzi. My research focuses on stochastic control and backward stochastic differential equations (BSDEs), with applications to economics and finance.
Preprints
Publications
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A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery
ICLR 2025
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Path-dependent processes from signatures
The Annals of Applied Probability, to appear
Teaching
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Mathematics in Financial Engineering (FRE-UY 3523 A)
Instructor · Fall 2026