Dr. Andrew L. Allan

About me

I am a postdoctoral researcher in the Stochastic Finance group at ETH Zurich. I completed my doctorate degree in Mathematics at the University of Oxford under the supervision of Prof. Sam Cohen. I am interested in stochastic analysis, particularly rough path theory and its applications to stochastic filtering and mathematical finance.

From September 2022, I will be an assistant professor in the Statistics and Probability group at Durham University.