Linn Engström
DOKTORAND
Kungliga Tekniska Högskolanhttps://www.kth.se/profile/linneng/
About me
I am a Ph.D. student in Applied and Computational Mathematics with specialisation towards financial mathematics and optimisation, under supervision of Assoc. Prof. Sigrid Källblad and Prof. Johan Karlsson. My research is focused on robust pricing of financial derivatives, more specifically on the martingale optimal transport problem.
I hold a M.Sc. in Engineering Physics from Chalmers University of Technology.