Optimal Stopping: 1-Dimensional Free Boundary Applications
Honors thesis, UT Austin. Optimal stopping from the Snell envelope through the perpetual American put and an Ornstein-Uhlenbeck problem solved by free boundary methods.
I'm a mathematician and a software engineer. I'm from Texas, studied mathematics and computer science at UT Austin, and I'm currently in San Francisco.
My mathematical background is primarily in analysis. My greatest mathematical interests are in stochastic control and optimal stopping, how you should act on a system that evolves randomly and won't tell you what it's going to do next. Outside of analysis, I have a great appreciation for the beauty of algebraic topology.
Right now I'm building Tarski Research with the Y Combinator F26 batch.
Optimal Stopping: 1-Dimensional Free Boundary Applications
Honors thesis, UT Austin. Optimal stopping from the Snell envelope through the perpetual American put and an Ornstein-Uhlenbeck problem solved by free boundary methods.
Cycles of the Möbius Inverse of the Squarefree Kernel
Directed Reading Program, UT Austin. Slides · Presentation.