Talks

Conferences and workshops

London-Paris Bachelier Workshop on Mathematical Financeinvited Paris, France · September 17–18 2026 Affine structure of the Brownian signature Winner of the QRT PhD Prize
International Conference on Computational Finance Oxford, UK · September 1–4 2026 Simulating integrated Volterra square-root processes and Volterra Heston models via inverse Gaussian
Stochastic control and Games for Risk & Regulation Hammamet, Tunisia · April 27–30 2026 Simulating affine Volterra processes via inverse Gaussian
18th Bachelier Colloquium on Financial Mathematics and Stochastic Calculus Métabief, France · January 12–16 2026 From hyper-roughness to jumps as $H \to - 1/2$: the affine case and beyond
Stochastics & Computation Finance Lisbon, Portugal · September 2–5 2025 Simulating affine Volterra processes via inverse Gaussian
Vienna Congress on Mathematical Finance Vienna, Austria · July 9–11 2025 From hyper roughness to jumps as $H$ goes to $-1/2$

CMAP PhD Seminar École Polytechnique, Paris, France · January 21 2026 Introduction to non-Markovian diffusions in Mathematical Finance
Seminar of the CMAP MathsFi group École Polytechnique, Paris, France · December 10 2025 Simulating affine Volterra processes via inverse Gaussian: the iVi schemes
Local Seminar Vega Institute, Moscow, Russia (online) · May 3 2025 From hyper roughness to jumps as $H \to - 1/2$
Seminar (PhD session) IHP, Paris, France · March 28 2025 From hyper roughness to jumps as $H \to - 1/2$
Seminar of the CMAP MathsFi group École Polytechnique, Paris, France · March 12 2025 From hyper roughness to jumps as $H \to - 1/2$