Regular biography
Professor Johannes Muhle-Karbe is the Head of Mathematical Finance and holds the Chair in Mathematical Finance at the Department of Mathematics, Imperial College London. His research focuses on mathematical finance, though specific areas are not detailed in the provided information. He is affiliated with the institution and maintains a profile page at the specified website.
Scholar-generated biography
Johannes Muhle-Karbe is a researcher in Mathematical Finance, focusing on Stochastic Processes and Stochastic Optimization. His work explores portfolio optimization with transaction costs, liquidity premiums, and utility maximization in stochastic volatility models. He investigates the impact of small transaction costs on investment strategies and develops asymptotic methods for pricing options and hedging. His research also addresses the existence of shadow prices and duality in portfolio choice under transaction costs. Muhle-Karbe's contributions span both theoretical and applied aspects of financial mathematics, emphasizing the interplay between stochastic models and optimal decision-making in financial markets.