Texas Credit Risk Models Expert #16792

I have 10 years of experience, and specialize in the field of economics with specific knowledge in the areas of financial economics, real options and mathematical and quantitative methods in economics. I have published on such topics as investments, American options and exotic options and American and real options in regime switching environment. I co-authored a novel approach to optimal stopping problems that works for wide classes of Levy processes (including processes with regime shifts) and random walks and general payoff functions. The method is more efficient than the standard technique even in the case of Gaussian processes and provides solutions in a more meaningful form.

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