| Publication | Date of Publication | Type |
|---|
AHEAD: \textit{ad hoc} electronic auction design
Frontiers of Mathematical Finance | 2024-07-31 | Paper |
On Z-mean reflected BSDEs
Bernoulli | 2024-03-26 | Paper |
On Z-mean reflected BSDEs
Bernoulli | 2024-03-26 | Paper |
Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor–Critic Approach
Operations Research | 2024-03-12 | Paper |
Optimal make–take fees for market making regulation
Mathematical Finance | 2023-09-27 | Paper |
Mean–field moral hazard for optimal energy demand response management
Mathematical Finance | 2023-09-27 | Paper |
Scaling limit for stochastic control problems in population dynamics
Applied Mathematics and Optimization | 2023-04-27 | Paper |
| Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents | 2022-07-22 | Paper |
Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic
Journal of Mathematical Biology | 2022-05-05 | Paper |
Optimal auction duration: a price formation viewpoint
Operations Research | 2022-02-16 | Paper |
A Tale of a Principal and Many, Many Agents
Mathematics of Operations Research | 2020-03-12 | Paper |
Regulation of Renewable Resource Exploitation
SIAM Journal on Control and Optimization | 2020-03-02 | Paper |
Regulation of Renewable Resource Exploitation
SIAM Journal on Control and Optimization | 2020-03-02 | Paper |
Scaling limit for stochastic control problems in population dynamics
(available as arXiv preprint) | 2019-11-02 | Paper |
Contract theory in a VUCA world
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Contract theory in a VUCA world
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Moral hazard under ambiguity
Journal of Optimization Theory and Applications | 2018-11-27 | Paper |
Principal-agent problem with common agency without communication
SIAM Journal on Financial Mathematics | 2018-08-10 | Paper |
Density analysis of non-Markovian BSDEs and applications to biology and finance
Stochastic Processes and their Applications | 2018-02-13 | Paper |
On the Malliavin differentiability of BSDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-04-06 | Paper |
On the Malliavin differentiability of BSDEs
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-04-06 | Paper |
Density analysis of BSDEs
The Annals of Probability | 2016-09-30 | Paper |
Density analysis of BSDEs
The Annals of Probability | 2016-09-30 | Paper |
Utility maximization with random horizon: a BSDE approach
International Journal of Theoretical and Applied Finance | 2016-01-08 | Paper |
A note on the Malliavin-Sobolev spaces
Statistics & Probability Letters | 2015-12-30 | Paper |
