Per Mykland

Per Mykland is the Robert M. Hutchins Distinguished Professor of Statistics and Finance at the University of Chicago, serving as Scientific Director of the Stevanovich Center for Financial Mathematics. He is an Associate Member of the Oxford-Man Institute at the University of Oxford and has held appointments at Oxford and Princeton. His research focuses on statistical and econometric methods for time-dependent processes, high-frequency financial data, and continuous-time finance. Key contributions include likelihood methods for martingales, volatility estimation via contiguity, and integrating statistical/market data for option hedging.

He has supervised sixteen PhD students now in academia and industry. Mykland holds editorial roles at the Journal of the American Statistical Association and Journal of Financial Econometrics. His honors include fellowships from the Institute of Mathematical Statistics, the American Statistical Association, and SoFiE, alongside leadership as SoFiE President (2017–2019).

• Grants: Received NSF funding through grants including DMS-20-15544, DMS 17-13129, and others listed in his CV.
• Affiliations: Stevanovich Center for Financial Mathematics, Oxford-Man Institute.