Regular biography
Anna Aksamit is a Senior Lecturer in the School of Mathematics and Statistics at The University of Sydney. She is affiliated with the MATH department and is based at the Carslaw Building. Her research areas include Probability and stochastic processes, as well as Econometrics and financial mathematics. Aksamit's profile page provides details about her academic and professional activities, including her office location and contact information. Her work contributes to the broader academic community through publications and teaching.
Scholar-generated biography
Anna Aksamit is a researcher at The University of Sydney, specializing in Mathematical Finance, Stochastic Analysis, and Probability Theory. Her work explores the interplay between financial markets and stochastic processes, with a focus on no-arbitrage conditions, filtration enlargement, and the robust pricing-hedging duality. She investigates the implications of random times and additional information in financial models, contributing to the understanding of arbitrage opportunities and the value of information in pricing and hedging. Her research also extends to quasi-birth-and-death processes and mean field games, emphasizing the application of stochastic methods in financial and actuarial contexts.