Mike Ludkovski- Department of Statistics and Applied Probability, University of California Santa Barbara
Mike Ludkovski is Associate Professor of Statistics and Applied Probability at University of California, Santa Barbara. He has a PhD in Operations Research and Financial Engineering from Princeton University and a BS in Mathematics from Simon Fraser University. His main research interests are in Monte Carlo methods, stochastic games and stochastic control. Recent work has focused on numerical methods for high-dimensional optimal stopping problems arising in derivative pricing and commodities management. He also serves as an Associate Editor of the SIAM Journal on Financial Mathematics, and as Chair of the SIAM Activity Group on Financial Mathematics and Engineering.