I moved to Oxford. Please have a look at my new homepage.

I am a postdoctoral researcher at the ETH Zürich working with Josef Teichmann. Previously, I did my PhD supervised by Peter Imkeller at the Humboldt-Universität zu Berlin and the Berlin Mathematical School. My research is supported by the SNF project "Regularity structures in mathematical Finance".

My research interests are stochastic analysis and mathematical finance with focus on:

  • model-free financial mathematics,
  • pathwise stochastic calculus (for financial applications),
  • rough paths, paracontrolled distributions, regularity stuctures,
  • Skorokhod embedding problem.