Dylan Possamai

Dylan Possamai
Assistant Professor of Industrial Engineering and Operations Research


BS in 2009 and PhD in 2011, both from the Ecole Polytechnique, MS in at UPMC Sorbonne Universites

Area of Concentration

Stochastic analysis, backward stochastic differential equations, risk measures theory, model uncertainty, robust finance, stochastic control, contract theory, principal-agent problems, moral hazard, adverse selection, Malliavin calculus, and transaction costs