| Publication | Date of Publication | Type |
|---|
| On the Guyon-Lekeufack volatility model | 2024-10-16 | Paper |
| Convergence rates for regularized optimal transport via quantization | 2024-06-27 | Paper |
| Mean Field Contest with Singularity | 2024-02-23 | Paper |
| Limits of semistatic trading strategies | 2023-09-28 | Paper |
| On the Guyon-Lekeufack Volatility Model | 2023-07-03 | Paper |
| Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm | 2023-05-10 | Paper |
| Martingale Schrödinger bridges and optimal semistatic portfolios | 2022-12-28 | Paper |
| On the Convergence Rate of Sinkhorn's Algorithm | 2022-12-12 | Paper |
| Entropic optimal transport: geometry and large deviations | 2022-12-08 | Paper |
| Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm | 2022-11-18 | Paper |
| Entropic optimal transport: convergence of potentials | 2022-10-24 | Paper |
| Martingale Transports and Monge Maps | 2022-09-28 | Paper |
| Stability of entropic optimal transport and Schrödinger bridges | 2022-08-20 | Paper |
| Climate change adaptation under heterogeneous beliefs | 2022-07-15 | Paper |
| The directional optimal transport | 2022-05-06 | Paper |
| Fine properties of the optimal Skorokhod embedding problem | 2022-03-29 | Paper |
| Reward Design in Risk-Taking Contests | 2022-02-15 | Paper |
| Asset pricing with heterogeneous beliefs and illiquidity | 2021-03-23 | Paper |
| Conditional optimal stopping: a time-inconsistent optimization | 2021-03-18 | Paper |
| Convergence to the mean field game limit: a case study | 2020-05-13 | Paper |
| A Mean Field Competition | 2020-04-30 | Paper |
| Multiperiod martingale transport | 2020-02-24 | Paper |
| Canonical supermartingale couplings | 2018-11-08 | Paper |
| ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES | 2018-04-13 | Paper |
| A risk-neutral equilibrium leading to uncertain volatility pricing | 2018-04-06 | Paper |
| A Mean Field Game of Optimal Stopping | 2018-04-05 | Paper |
| Complete duality for martingale optimal transport on the line | 2017-11-24 | Paper |
| ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES | 2017-10-24 | Paper |
| Bounds for VIX futures given S{\&}P 500 smiles | 2017-07-21 | Paper |
| Nonlinear Lévy processes and their characteristics | 2016-10-18 | Paper |
| Stochastic target games and dynamic programming via regularized viscosity solutions | 2016-04-15 | Paper |
| Utility maximization under model uncertainty in discrete time | 2016-04-14 | Paper |
| Consistent price systems under model uncertainty | 2016-03-29 | Paper |
| Optimal stopping under adverse nonlinear expectation and related games | 2015-10-20 | Paper |
| Robust superhedging with jumps and diffusion | 2015-10-12 | Paper |
| Arbitrage and duality in nondominated discrete-time models | 2015-04-27 | Paper |
| Superreplication under model uncertainty in discrete time | 2015-02-06 | Paper |
| Martingale inequalities and deterministic counterparts | 2015-02-03 | Paper |
| Measurability of semimartingale characteristics with respect to the probability law | 2014-09-04 | Paper |
| Stochastic target games with controlled loss | 2014-06-13 | Paper |
| Constructing sublinear expectations on path space | 2014-04-28 | Paper |
| Superreplication under volatility uncertainty for measurable claims | 2014-01-17 | Paper |
| Random \(G\)-expectations | 2013-10-25 | Paper |
| POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS | 2013-05-14 | Paper |
| Weak Dynamic Programming for Generalized State Constraints | 2013-03-19 | Paper |
| The opportunity process for optimal consumption and investment with power utility | 2013-01-20 | Paper |
| Superhedging and Dynamic Risk Measures under Volatility Uncertainty | 2012-11-29 | Paper |
| A quasi-sure approach to the control of non-Markovian stochastic differential equations | 2012-06-22 | Paper |
| Pathwise construction of stochastic integrals | 2012-06-22 | Paper |
| Risk aversion asymptotics for power utility maximization | 2012-04-26 | Paper |
| The Bellman equation for power utility maximization with semimartingales | 2012-04-20 | Paper |
| Weak approximation of \(G\)-expectations | 2012-03-05 | Paper |
| Small-Time Asymptotics of Option Prices and First Absolute Moments | 2012-01-04 | Paper |
| "On the Martingale Schr\""odinger Bridge between Two Distributions" | N/A | Paper |
| Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials | N/A | Paper |
