| Publication | Date of Publication | Type |
|---|
| Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game | 2025-01-06 | Paper |
| Mean field games with absorption and common noise with a model of bank run | 2023-09-15 | Paper |
| Correlated equilibria for mean field games with progressive strategies | 2022-12-03 | Paper |
| Mean-field games of finite-fuel capacity expansion with singular controls | 2022-10-31 | Paper |
| A McKean-Vlasov game of commodity production, consumption and trading | 2022-09-23 | Paper |
| \(N\)-player games and mean-field games with smooth dependence on past absorptions | 2022-02-25 | Paper |
| An impulse-regime switching game model of vertical competition | 2022-01-20 | Paper |
| Correction to: ``No-arbitrage commodity option pricing with market manipulation | 2021-05-05 | Paper |
| Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model | 2021-02-18 | Paper |
| MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts | 2021-01-15 | Paper |
| Optimal Market Making under Partial Information with General Intensities | 2020-10-20 | Paper |
| Nonzero-sum stochastic differential games between an impulse controller and a stopper | 2020-08-25 | Paper |
| No-arbitrage commodity option pricing with market manipulation | 2020-06-18 | Paper |
| Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications | 2020-04-30 | Paper |
| On the support of extremal martingale measures with given marginals: the countable case | 2019-12-09 | Paper |
| \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps | 2019-09-25 | Paper |
| A Note on Market Completeness with American Put Options | 2018-12-13 | Paper |
| Utility indifference pricing and hedging for structured contracts in energy markets | 2017-08-11 | Paper |
| Change of numeraire in the two-marginals martingale transport problem | 2017-04-13 | Paper |
| Utility indifference valuation for non-smooth payoffs with an application to power derivatives | 2016-05-12 | Paper |
| A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension | 2015-01-20 | Paper |
| Multivariate utility maximization with proportional transaction costs | 2014-12-17 | Paper |
| Explicit construction of a dynamic Bessel bridge of dimension 3 | 2014-01-17 | Paper |
| On the existence of shadow prices | 2013-11-06 | Paper |
| A structural risk-neutral model for pricing and hedging power derivatives | 2013-09-04 | Paper |
| Efficient portfolios in financial markets with proportional transaction costs | 2013-08-06 | Paper |
| Equilibrium model with default and dynamic insider information | 2013-07-18 | Paper |
| Weak Insider Trading and Behavioral Finance | 2013-01-25 | Paper |
| Multivariate utility maximization with proportional transaction costs and random endowment | 2012-09-12 | Paper |
| Dynamic Markov bridges motivated by models of insider trading | 2011-07-08 | Paper |
| A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES | 2010-01-08 | Paper |
| Mean-Variance Hedging in Large Financial Markets | 2009-12-11 | Paper |
| Systematic equity-based credit risk: A CEV model with jump to default | 2009-08-07 | Paper |
| Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling | 2007-12-16 | Paper |
| A super-replication theorem in Kabanov's model of transaction costs | 2007-05-29 | Paper |
| A note on extremality and completeness in financial markets with infinitely many risky assets | 2007-02-01 | Paper |
| Some results on quadratic hedging with insider trading | 2005-11-15 | Paper |
| Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions | 2005-02-11 | Paper |
| Coarse correlated equilibria for continuous time mean field games in open loop strategies | N/A | Paper |
