Ludovic Tangpi
Position
Associate Professor
Role
Director of Graduate Studies
Website
Office Phone
Email
Office
203 - Sherrerd Hall
Bio/Description
Research Interests: Financial mathematics (risk management, model uncertainty, optimal investment); Stochastic analysis (stochastic control, SDEs, BSDEs, FBSDEs, probabilistic representations of parabolic/elliptic PDEs); Probability theory (optimal transportation, functional inequalities)
Sitewide Category
Financial Mathematics
Probability