| Publication | Date of Publication | Type |
|---|
| Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability | 2024-01-19 | Paper |
| A $C^1$-It\^o's formula for flows of semimartingale distributions | 2023-07-14 | Paper |
| Entropic Optimal Planning for Path-Dependent Mean Field Games | 2023-06-14 | Paper |
| Mean field games with branching | 2023-06-05 | Paper |
| A mean-field version of Bank-El Karoui's representation of stochastic processes | 2023-02-07 | Paper |
| McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations | 2023-01-09 | Paper |
| Understanding the dual formulation for the hedging of path-dependent options with price impact | 2022-09-05 | Paper |
| Convergence of Simulated Annealing Using Kinetic Langevin Dynamics | 2022-06-13 | Paper |
| A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance | 2022-04-28 | Paper |
| McKean-Vlasov optimal control: the dynamic programming principle | 2022-04-22 | Paper |
| Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints | 2021-09-22 | Paper |
| A quasi-sure optional decomposition and super-hedging result on the Skorokhod space | 2021-08-27 | Paper |
| On the discrete-time simulation of the rough Heston model | 2021-07-16 | Paper |
| On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals | 2020-11-03 | Paper |
| Superreplication with proportional transaction cost under model uncertainty | 2019-10-31 | Paper |
| The robust pricing–hedging duality for American options in discrete time financial markets | 2019-10-31 | Paper |
| Numerical approximation of general Lipschitz BSDEs with branching processes | 2019-07-11 | Paper |
| Branching diffusion representation of semilinear PDEs and Monte Carlo approximation | 2019-03-20 | Paper |
| A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations | 2018-06-01 | Paper |
| Stochastic control for a class of nonlinear kernels and applications | 2018-04-27 | Paper |
| Unbiased simulation of stochastic differential equations | 2018-03-08 | Paper |
| Numerical approximation of BSDEs using local polynomial drivers and branching processes | 2018-01-16 | Paper |
| Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks | 2017-08-08 | Paper |
| On the convergence of monotone schemes for path-dependent PDEs | 2017-06-22 | Paper |
| Tightness and duality of martingale transport on the Skorokhod space | 2017-02-14 | Paper |
| On the Monotonicity Principle of Optimal Skorokhod Embedding Problem | 2016-09-23 | Paper |
| Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints | 2016-09-06 | Paper |
| An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint | 2016-08-08 | Paper |
| A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems | 2016-05-23 | Paper |
| A Pseudo-Markov Property for Controlled Diffusion Processes | 2016-04-25 | Paper |
| Weak approximation of second-order BSDEs | 2015-10-20 | Paper |
| Discrete-time probabilistic approximation of path-dependent stochastic control problems | 2014-09-25 | Paper |
| A numerical algorithm for a class of BSDEs via the branching process | 2014-02-07 | Paper |
| A splitting method for fully nonlinear degenerate parabolic PDEs | 2014-01-17 | Paper |
| Optimal transportation under controlled stochastic dynamics | 2013-11-12 | Paper |
| A model-free no-arbitrage price bound for variance options | 2013-10-21 | Paper |
| Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework | 2013-10-12 | Paper |
| Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems | 2013-10-12 | Paper |
