معرفی
Bahman Angoshtari is an Assistant Professor in the Department of Mathematics at the College of Arts and Sciences, University of Miami. His research focuses on stochastic control theory and its applications to financial mathematics, particularly in investment optimization, risk management, and quantitative finance. He has published extensively in top-tier journals like SIAM Journal on Financial Mathematics and Annals of Finance.
- University of Miami (College of Arts and Sciences, Mathematics Department)
- Assistant Professor
Research Interests: Bahman's work addresses optimal investment strategies, dividend distribution under constraints, and futures trading dynamics. His methodologies involve Hamilton-Jacobi-Bellman equations, Brownian bridge models, and utility maximization frameworks.
Publication Trends (2015-2022): His articles demonstrate expertise in stochastic control, financial engineering, and risk-sensitive optimization, with recurring themes of drawdown constraints, ratcheting effects, and multi-asset trading strategies.
Contact: Email: bxa553@miami.edu | Phone: (305) 284-3742 | ORCID: 0000-0003-1415-4062
Bahman Angoshtari در سایتهای دیگر
جستوجوهای مرتبط
شاید اینها هم برایتان مناسب باشند
Ronnie SircarPrinceton University · استاد
Shangzhen LuoUniversity of Northern Iowa · استاد
Rafael Antonio Serrano PerdomoUniversity of the Rosary · دانشیار
He HuaESMT Berlin · استاد
Russell GerrardCity, University of London · دانشیار- DDavid ItkinLondon School of Economics and Political Science (LSE) · استادیار