| Publication | Date of Publication | Type |
|---|
The Mercer-Young Theorem for Matrix-Valued Kernels on Separable Metric Spaces
(available as arXiv preprint) | N/A | Paper |
Statistical learning with sublinear regret of propagator models
The Annals of Applied Probability | 2026-08-28 | Paper |
An improved uniqueness result for a system of SDE related to the stochastic wave equation
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Optimal liquidation with signals: the general propagator case
Mathematical Finance | 2025-09-30 | Paper |
The Mercer-Young theorem for matrix-valued kernels on separable metric spaces
Positivity | 2025-06-26 | Paper |
The radius of a self-repelling star polymer
Journal of Statistical Physics | 2025-06-02 | Paper |
Fast and slow optimal trading with exogenous information
Finance and Stochastics | 2025-03-28 | Paper |
Trading with the crowd
Mathematical Finance | 2024-01-31 | Paper |
Closed‐loop Nash competition for liquidity
Mathematical Finance | 2024-01-31 | Paper |
The effective radius of self repelling elastic manifolds
The Annals of Applied Probability | 2024-01-19 | Paper |
Protecting pegged currency markets from speculative investors
Mathematical Finance | 2023-09-28 | Paper |
Protecting pegged currency markets from speculative investors
Mathematical Finance | 2023-09-28 | Paper |
| The radius of a self-repelling star polymer | 2023-06-02 | Paper |
| Statistical Learning with Sublinear Regret of Propagator Models | 2023-01-12 | Paper |
Scaling properties of a moving polymer
The Annals of Applied Probability | 2022-12-20 | Paper |
| Optimal Liquidation with Signals: the General Propagator Case | 2022-11-01 | Paper |
The multiplicative chaos of \(H=0\) fractional Brownian fields
The Annals of Applied Probability | 2022-09-05 | Paper |
Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact
SIAM Journal on Financial Mathematics | 2022-05-31 | Paper |
Price impact on term structure
Quantitative Finance | 2022-04-05 | Paper |
| Self-Repelling Elastic Manifolds with Low Dimensional Range | 2022-02-28 | Paper |
Monte Carlo for estimating exponential convolution
Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
On the maximal displacement of near-critical branching random walks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2021-06-11 | Paper |
A central bank strategy for defending a currency peg
Systems & Control Letters | 2021-01-06 | Paper |
Hitting probabilities of a Brownian flow with radial drift
The Annals of Probability | 2020-05-13 | Paper |
Hitting probabilities of a Brownian flow with radial drift
The Annals of Probability | 2020-05-13 | Paper |
| An improved uniqueness result for a system of stochastic differential equations related to the stochastic wave equation | 2019-09-12 | Paper |
Incorporating signals into optimal trading
Finance and Stochastics | 2019-04-24 | Paper |
Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
The Annals of Probability | 2018-11-08 | Paper |
Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
The Annals of Probability | 2018-11-08 | Paper |
Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint
Electronic Communications in Probability | 2018-10-24 | Paper |
Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint
Electronic Communications in Probability | 2018-10-24 | Paper |
On uniqueness and blowup properties for a class of second order SDEs
Electronic Journal of Probability | 2017-10-25 | Paper |
On uniqueness and blowup properties for a class of second order SDEs
Electronic Journal of Probability | 2017-10-25 | Paper |
On the maximal displacement of subcritical branching random walks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2017-04-28 | Paper |
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Finance and Stochastics | 2016-05-23 | Paper |
Sample path properties of Volterra processes
Communications on Stochastic Analysis | 2016-03-04 | Paper |
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
Stochastic Processes and their Applications | 2015-08-19 | Paper |
The multifractal nature of Volterra-Lévy processes
Stochastic Processes and their Applications | 2014-09-02 | Paper |
