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Faculty profile

ProfessorMathematics & Statistical SciencesUniversity of Alberta

Research

Read how they describe their research on their University of Alberta profile.

Latest papers

  • Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon

    Finance and Stochastics · 2026 · first author

  • The second-order Esscher martingale densities for continuous-time market models

    Frontiers of Mathematical Finance · 2025 · first author

  • The Optimal Stopping Problem under a Random Horizon

    Mathematics · 2024 · first author

All 85 publications

Profile data last refreshed on September 29, 2026 from the university directory, publication records and public research funding records.

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