My research interest is mainly in Mathematical Finance and
Stochastic Analysis.
In particular, I am working on models for option pricing.
Publications
1. Polynomial Densities and
Application in Financial Modelling , Masters Thesis.
2. Invariant subspaces of super-left
Commutants, Proc. of
the Amer. Math. Soc.,
137
(2009) 1357--1361. PDF
3. Invariant
subspaces of positive quasinilpotent operators on ordered
Banach
spaces, with V. Troitsky. Positivity,
12 (2008), no. 2, 193--208. PDF
4. Martingales in Banach lattices
II, with V. Troitsky. Positivity,
to appear. PDF
5. Bounded
indecomposable
semigroups of non-negative matrices,
with A.I.Popov, H.Radjavi, E.Spinu, and A.Tcaciuc, and
V.
Troitsky. Positivity, to
appear. PDF
6. Invariant subspaces of positive
operators
& martingales in Banach lattices, PhD Thesis,
2009. PDF