Our team currently comprises two professors and more than 10 students (master, PhD, postdoc). Their current research focusses on

  • stochastic control theory, especially singular optimal control problems arising in models of portfolio liquidation
  • game theory, especially mean-field games and mean-field type control problems and their applications finance 
  • scaling limits for stochastic processes and their applications to financial mathematics and mathematical biology
  • financial bubbles   

We have published an array of research papers in leading international journals in recent years. Here are some representative publications and preprints. A complete list of current preprints can be found here.

We are always looking for motivated master and PhD students. PhD fellowships are offered on a continuous basis; contact us if you are interested in joining our team.