About the Author
Mike Ludkovski

Mike Ludkovski

Mike Ludkovski is a professor of statistics and applied probability at the University of California Santa Barbara. Among his research interests are Monte Carlo techniques for optimal stopping/stochastic control, dynamic oligopolies in energy markets, and actuarial applications. He has been an officer of the SIAM Activity Group on Financial Mathematics and Engineering since 2011, most recently serving as the SIAG/FME Chair.