Stephan Sturm
Scholar

Stephan Sturm

Google Scholar ID: Q3v7ih4AAAAJ
Worcester Polytechnic Institute
Financial MathematicsStochastic Analysis
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Citations & Impact
All-time
Citations
206
 
H-index
6
 
i10-index
4
 
Publications
20
 
Co-authors
18
list available
Contact
CVOpen ↗
Publications
3 items
When to Sell an Asset? - A Distribution Builder Approach
2026
Cited
0
Path Signatures for Feature Extraction. An Introduction to the Mathematics Underpinning an Efficient Machine Learning Technique
2025
Cited
0
Risk-indifference Pricing of American-style Contingent Claims
2024
Cited
0
Resume
Background
  • Associate Professor
  • Department of Mathematical Sciences
  • Stratton Hall 312
  • Worcester Polytechnic Institute
  • 100 Institute Road, Worcester, MA 01609-2280, USA
Miscellany
  • Office hours: upon request per email.
Co-authors
9 total
Maxim Bichuch
Maxim Bichuch
SUNY at Buffalo
Agostino Capponi
Agostino Capponi
Columbia University
Peter K. Friz
Peter K. Friz
Professor of Mathematics, TU and WIAS Berlin
Stefan Gerhold
Stefan Gerhold
Professor, TU Wien
Jie He
Jie He
Georgia Institute of Technology
Zachary Feinstein
Zachary Feinstein
Stevens Institute of Technology
Carole Bernard
Carole Bernard
Professor, Grenoble Ecole de Management, France
Mathias Beiglböck
Mathias Beiglböck
Universität Wien