Orimar Sauri

Orimar Sauri Assistant Professor at the Department of Mathematical Sciences at Aalborg University. He holds a PhD from Aarhus University (2015).

His main research area is within probability theory and its applications to mathematical finance and econometrics. He is particularly interested in the topics of Lévy processes and infinite divisibility, high frequency econometrics, option pricing, Malliavin Calculus, stochastic analysis, ambit stochastics and turbulence.

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