Marc Lagunas Merino

Image of Marc Lagunas Merino
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Room 1021
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Other affiliations Faculty of Mathematics and Natural Sciences (Student)

I joined University of Oslo PhD program in September 2017. My research work, as a member of the stochastic analysis section, is focused on fractional stochastic modeling with applications to finance.

I have several projects ongoing in the field of stochastic modeling with fractional noises. In a joint work with my PhD supervisor prof. Salvador Ortiz-Latorre and my subsidiary supervisor prof. David Baños, we deal with fractional models applied to pricing a broad range of financial and insurance products as well as the numerical approximation of these pricing problems.

September 2020 is the scheduled date to end this program. I will be submitting and defending my thesis in front of a scientific committee.

Tags: Stochastic analysis and finance and insurance and risk
Published Sep. 20, 2017 2:31 PM - Last modified May 9, 2019 10:03 AM