| bio | website | dcsc.tudelft.nl/~itkachev |
|---|---|---|
| location | Leiden, Netherlands | |
| age | 25 | |
| visits | member for | 2 years, 4 months |
| seen | Jun 6 at 17:32 | |
| stats | profile views | 144 |
I am a PhD student at TU Delft, working in applied probability and stochastic optimal control. My current focus is on approximate model-checking of stochastic systems via bisimulations (a part of computer science). I am interested in a wide field of applications, in particular in some areas of finance, such as risk theory.
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Mar 22 |
answered | Using Black-Scholes equations to “buy” stocks |
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Mar 2 |
asked | Is there any good research on support and resistance? |
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Feb 21 |
answered | Solving Path Integral Problem in Quantitative Finance using Computer |
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Feb 21 |
answered | Deterministic interpretation of stochastic differential equation |
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Feb 21 |
answered | How to estimate the probability of drawdown / ruin? |
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Feb 21 |
asked | Discrete-time model: stock dynamics |

