Matti Kiiski

Matti Kiiski

Postdoc
University of Mannheim
Institute of Mathematics
B 6, 26 - Room B4.03
68159 Mannheim

Research Interests

My reasearch focus is on topics in stochastic analysis, convex analysis, functional analysis and their applications to mathematical finance.

Short CV

2019- now   Postdoctoral researcher at University of Mannheim
2015-2019  PhD student, ETH Zürich, supervisor:  Mete H. Soner
2010-2014  Master of Science, Aalto University

Preprints

  • Martingale Optimal Transport Duality, with P. Cheridito, D. Prömel & H.M. Soner, arXiv:1904.04644, 2019.
  • The Riesz Representation Theorem and Weak∗ Compactness of Semimartingales, arXiv:1707.09382, 2017.

Papers

  • Optional and Predictable Projections of Normal Integrands and Convex-
    Valued Processes
    , with A.-P. Perkkiö, Set-Valued and Variational Analysis,
    vol. 25, no. 2, p. 313–332, 2017.