I am primarily interested in mathematical and computational finance. I have enjoyed working on free boundary problems for American options and the melting of ice, as well as functional expansions to understand the role of path dependence in finance. Broadly speaking, I am seeking out beauty in mathematical objects and financial instruments.
 V. T.-D. Occupied Processes: Going with the Flow. arXiv:2311.07936. 2023
 B. Dupire and V. T.-D. Functional Expansions. arXiv:2212.13628. 2022. In review