His research activities have mainly been centered around the Theory and the Applications of Control. He has particularly been interested in the applications of Stochastic Optimal Control to solve problems in Mathematical Finance and the Control of Systems with delay effects.

Moreover, he developed software packages implementing various solutions we have proposed in our research papers using both Unix and Windows C/C++, C# and the .Net Framework.

Research interests include: Applied Mathematics , Applied Probability, Control Theory, Financial Mathematics, Financial Software Development