Athena Picarelli is a temporary assistant professor at the Department of Economics of the University of Verona. She received her PhD in Applied Mathematics at ENSTA (École Nationale Supérieure de Techniques Avancées) ParisTech in Paris. She held a 2-years Nomura postdoctoral Fellowship at the University of Oxford and a 1-year CFM (Capital Fund Management) postdoctoral Fellowship at the Imperial College of London. Her research interests are stochastic optimal control, dynamic programming, Hamilton-Jacobi-Bellman equations, numerical analysis for partial differential equations, portfolio optimization.