Charity Ratings: I am interested in the value of online charity ratings. I use sentiment analysis to characterize the positivity and negativity of online reviews, and compare these to the current online ratings systems available for public use.
Diffusion Approximation for Levy Processes: I am interested in the error induced into the pricing problem for exotic options when the small jumps of the Levy process are replaced by an independent Brownian Motion. Recent work on the order of these errors for Barrier and American Options is of particular interest. I investigate numerical methods that can achieve an exact solution (FEM).