Olfa Draouil

Image of Olfa Draouil
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Visiting address Ullevål stadion Sognsveien 77 B 0855 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO

I obtained the PhD at the University of Tunis El Manar, Department of mathematics under the supervision of Professor Habib Ouerdiane and collaboration with Professor Bernt Oksendal.

The research work during my PhD is about optimal insider control using white noise theory. In particular, we use Malliavin calculus and the Donsker delta function to study these insider control problems.

My goal in my postdoc is to continue and develop further my research in optimal insider control. In particular, I want to study optimal insider control in a more general context not just initial insider information.

Moreover, I want to apply the theory to applications in finance, specifically the following topics:

-pricing in a market with insiders and assymetric information.

-viability of markets influenced by insiders.

Tags: Stochastic process, Optimal control, Inside information, Stochastic analysis and finance and insurance and risk Error when retrieving publications from Cristin
Published Sep. 11, 2017 11:36 AM - Last modified Sep. 11, 2017 11:36 AM