| Publication | Date of Publication | Type |
|---|
| Time-inconsistent contract theory | 2024-11-20 | Paper |
| On the population size in stochastic differential games | 2024-09-26 | Paper |
| Reflections on BSDEs | 2024-05-29 | Paper |
| A Mean-Field Game of Market-Making against Strategic Traders | 2023-11-23 | Paper |
| Mean–field moral hazard for optimal energy demand response management | 2023-09-27 | Paper |
| Mean-field games of optimal stopping: master equation and weak equilibria | 2023-07-18 | Paper |
| Stability of backward stochastic differential equations: the general Lipschitz case | 2023-07-04 | Paper |
| Randomness and early termination: what makes a game exciting? | 2023-06-12 | Paper |
| Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents | 2023-06-05 | Paper |
| Pollution Regulation for Electricity Generators in a Transmission Network | 2023-05-04 | Paper |
| McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations | 2023-01-09 | Paper |
| Optimal Electricity Demand Response Contracting with Responsiveness Incentives | 2022-09-26 | Paper |
| Governmental incentives for Green bonds investment | 2022-07-15 | Paper |
| Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic | 2022-05-05 | Paper |
| McKean-Vlasov optimal control: the dynamic programming principle | 2022-04-22 | Paper |
| Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty | 2021-11-04 | Paper |
| A unified approach to well-posedness of type-I backward stochastic Volterra integral equations | 2021-07-21 | Paper |
| Optimal Make-Take Fees in a Multi Market-Maker Environment | 2021-05-17 | Paper |
| Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs | 2021-05-02 | Paper |
| Equilibrium asset pricing with transaction costs | 2021-04-29 | Paper |
| Zero-sum path-dependent stochastic differential games in weak formulation | 2021-03-18 | Paper |
| A Tale of a Principal and Many, Many Agents | 2020-03-12 | Paper |
| An Adverse Selection Approach to Power Pricing | 2020-03-11 | Paper |
| Bank monitoring incentives under moral hazard and adverse selection | 2020-02-26 | Paper |
| Stability results for martingale representations: The general case | 2019-10-24 | Paper |
| Probabilistic interpretation for solutions of fully nonlinear stochastic pdes | 2019-05-23 | Paper |
| Contracting Theory with Competitive Interacting Agents | 2019-03-29 | Paper |
| Existence and uniqueness results for BSDE with jumps: the whole nine yards | 2019-02-14 | Paper |
| Moral hazard under ambiguity | 2018-11-27 | Paper |
| On a Class of Path-Dependent Singular Stochastic Control Problems | 2018-09-25 | 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 |
| Dynamic programming approach to principal-agent problems | 2018-01-16 | Paper |
| General indifference pricing with small transaction costs | 2017-07-13 | Paper |
| On the Malliavin differentiability of BSDEs | 2017-04-06 | Paper |
| Density analysis of BSDEs | 2016-09-30 | Paper |
| Quadratic BSDEs with jumps: related nonlinear expectations | 2016-06-03 | Paper |
| A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems | 2016-05-23 | Paper |
| Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case | 2016-02-03 | Paper |
| UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH | 2016-01-08 | Paper |
| A note on the Malliavin-Sobolev spaces | 2015-12-30 | Paper |
| Second-order BSDEs with jumps: formulation and uniqueness | 2015-10-20 | Paper |
| Weak approximation of second-order BSDEs | 2015-10-20 | Paper |
| Quadratic BSDEs with jumps: a fixed-point approach | 2015-08-07 | Paper |
| Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs | 2015-08-07 | Paper |
| ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL | 2015-04-24 | Paper |
| A mathematical treatment of bank monitoring incentives | 2014-11-14 | Paper |
| On the robust superhedging of measurable claims | 2014-09-22 | Paper |
| Second-order BSDEs with general reflection and game options under uncertainty | 2014-08-28 | Paper |
| Second order backward stochastic differential equations with quadratic growth | 2014-04-28 | Paper |
| Second order reflected backward stochastic differential equations | 2014-01-17 | Paper |
| Second-order backward stochastic differential equations under a monotonicity condition | 2013-04-22 | Paper |
| Large liquidity expansion of super-hedging costs | 2012-10-29 | Paper |
| Reflections on BSDEs | N/A | Paper |
