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Research interests

Rutger-Jan Lange is Associate Professor of Econometrics at the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, and Research Fellow at Tinbergen Institute. His research focuses on time-series econometrics, filtering methods, stochastic gradient methods, real options, and optimal stopping. He holds a PhD in management science and operations research from the University of Cambridge and previously worked at Boston Consulting Group before returning to academia. His work has appeared in journals including Journal of Econometrics, Journal of Economic Theory, Journal of Financial and Quantitative Analysis, and Operations Research.

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