معرفی
Andrea Pascucci is Full Professor of Probability and Statistics at the University of Bologna, affiliated with the Department of Mathematics. His research focuses on stochastic analysis for diffusions and jump processes, partial differential equations, and applications in quantitative finance. He has authored 8 books and over 80 publications on Kolmogorov-Fokker-Plank equations, transition densities estimation, and financial mathematics.
His research interests span stochastic partial differential equations, asymptotic analysis of multi-dimensional diffusion processes, free boundary problems, and volatility modeling in financial mathematics. He integrates mathematical rigor with practical applications in derivative pricing and risk management.
Pascucci serves as Associate Editor for the Journal of Computational Finance and SeMA Journal. He directs the university's post-graduate programme in Mathematical Finance, developing advanced curricula that blend theoretical stochastics with computational finance techniques.
