University of Michigan

Faculty Member, Mathematics

Associate Professor

LSA

About

Grants:

National Science Foundation CAREER Grant in Applied Mathematics, DMS-0955463, 2010-2015 (PI).

National Science Foundation, Division of Mathematical Sciences, Computational Foundations for Emerging Science Frontiers, DMS-1118673, 2011-2014 (PI, joint with Lifeng Lai and H. Vincent Poor).

National Science Foundation Applied Mathematics Research Grant, DMS-0906257, 2009-2012 (PI).

National Science Foundation, DMS-1108593, Workshop on Stochastic Analysis in Finance and Insurance, May 2011 (PI, joint with Mihai Sirbu and Gordan Zitkovic).

National Science Foundation Coffes/Applied Mathematics Research Grant, DMS-0604491, 2006-2009 (PI).

Contact Information

Homepage:

http://www.math.lsa.umich.edu/~erhan/

 
Stochastic Processes and their Applications
Stochastics: An International Journal of Probability and Stochastic Processes
arXiv Quantitative Finance

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