Back to Profiles

Valentin Eric Brice NKANA NGAN


Taught Masters, 2017/2018

While at AIMS, Valentin investigated the problem of a small agent who wishes to maximize his individual exponential utility from her income obtained from trading in the capital market, the additional security, and risk-exposure function. In particular, he used dynamical programming to solve the above optimal control problem.

Valentin is currently a PhD student at SISSA, Trieste, Italy.

Share article: