I am a PhD student in Mathematics. I am a member of the STORM project and I started working at UiO in August 2018 under the supervision of Giulia Di Nunno. My research branches are stochastic calculus and mathematical finance.
Before coming to Oslo I graduated in Mathematics at the University of Pisa with a thesis entitled “Classes of Stochastic Volterra Processes”. The main goal of the thesis was the study of some known classes of Volterra processes, with particular interest to application to finance, and the introduction of jumps in a known setting.
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