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Dr Natalie Caruana
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Dr Natalie Caruana

Dr Natalie Caruana

B.Sc.(Hons),M.Sc.(Melit.),Ph.D.(Manc.)

Lecturer
Statistics & Operations Research
Faculty of Science
Room 513
Maths & Physics Building
University of Malta
Msida
contact+356 2340 2468

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Biography

Natalie Caruana is a Statistics and Operations Research graduate who finished the Bachelor course, at the University of Malta, in 2004. She obtained an M.Sc. degree in 2010 from the same university, majoring in the theory of Stochastic Optimal Control and its applications in privatised pension schemes. Dr. Caruana completed a Ph.D. program in 2017 in Probability at The University of Manchester.

Dr. Caruana's primary research interest is optimal stochastic control, in particular optimal stopping problems and optimal stopping games. She is also interested in the financial applications of the mentioned topics.

Research Interests & Publications

Research Interests

  • Optimal Stopping
  • Optimal Stopping Games
  • Optimal Stochastic Control
  • Mathematics of Finance


Selected Publications

Attard, N. 2016, "Non-zero Sum Games of Optimal Stopping for Markov Processes", [Online], . Available from: http://link.springer.com/content/pdf/10.1007/s00245-016-9388-7.pdf.

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