His research interests include optimal stopping of stochastic processes and applications to finance, and received his Ph.D in statistics of stochastic processes in 1994 from the Steklov Mathematical Institute, under the supervision of Albert Shiryaev.
His research interests include optimal stopping of stochastic processes and applications. This is under the supervision of Albert Shiryaev. This is to finance. His research interests received his Ph.D in statistics of stochastic processes in 1994 from the Steklov Mathematical Institute. This was under the supervision of Albert Shiryaev.