My main fields of investigation are stochastic asset pricing models, option pricing and volatility surface modelling.

I am interested in stochstic calculus,  semimartingale theory  in particular in connection with time changes and subordination, tempered stable distributions,  Lévy and Markov additive processes, fractional and anomalous diffusions.

My previous studies in geometry were on the blow-up resolution of bi-rational mappings between projective surfaces, and a study on J.P. Serre Duality Theorem for general analytic complex manifolds.