I am Assistant Professor @ Economics Faculty of Montpellier University (France), and member of the Chair Energy and Prosperity.
I am currently involved in mathematical modeling projects on several topics, including
- stopping décisions (time-consistent behavior, games) and
- macroeconomic dynamics (with special emphasis on Finance and Energy).
This is my  professional webpage with downloadable papers. You can find me also on LinkedIn, ResearchGate, Academia, Orcid, Scholar citation, Mathematical Genealogy ProjectRePEc, FiME, CREST, Energy & Prosperity Chair and LAMETA. 


«Il n'y a plus rien d'innocent.
Les petites joies de l'existence, qui semblent dispensées des responsabilités de la réflexion,
ne comportent pas seulement un trait de sottise têtue, d'aveuglement égoïste et délibéré:
dans le fait elles en viennent à servir ce qui leur est le plus contraire.»
Theodor W. Adorno, Minima Moralia



Working papers and pre-publications
  1. Inventory Growth Cycles with Debt-Financed Investment (2016), with M.R. Grasselli [arXiv]
  2. Debt and Investment in the Keen model: a reappraisal of Minsky (2016), with A. Pottier [HaL] (to appear in Review of Keynesian Economics)
  3. Time-consistent Stopping Under decreasing Impatience (2016), with Yu-Jui Huang [arXiv]
  4. Optimal consumption for a couple of agents sharing a portfolio, with O. Mbodji and T. Pirvu. [arXiv]

Publications

  0. Derivative Pricing in Electricity Markets (2012), PhD Thesis in Applied Mathematics @ University Paris-Dauphine under the supervision of B. Bouchard and N. Oudjane. CEREMADE and EDF R&D, OSIRIS [HaL or download a french summary).

  1. A structural risk-neutral model of electricity prices, with R. Aïd, L. Campi and N. Touzi. International Journal of Theoretical and Applied Finance (2009). [HaL]
  2. No marginal arbitrage of the second kind for high production regime in discrete time investment-production models with proportional transaction costs, with B. Bouchard. Mathematical Finance (2011). [HaL]
  3. A note on super hedging for investor-producers. Mathematics and Financial Economics (2012). [arXiv]
  4. Investment under uncertainty, competition and regulation. Journal of Dynamics and Games (2014). [arXiv]
  5. Orbits in a stochastic Goodwin-Lotka-Volterra model, with B. Costa-Lima. Journal of Mathematical Analysis and Applications (2014). [arXiv]
  6. Hedging expected loss on Derivatives in Electricity Futures Markets, with N. Oudjane. Commodity, Energy and Environmental Finance, Fields Inst. Commun.n°74, Springer (2015). [arXiv]
  7. Inflation and speculation in a dynamic macroeconomic model, with M.R. Grasselli. Journal of Risks and Financial Management, Selected Papers from the Fifth Int. Conf. on Math. in Fin. (MiF) 2014 (2015). [Mdpi]


Past Positions
  1. Post-doctorate fellow @ CREST, École Polytechnique (supervision by Gaël Giraud), 2015-2016.
  2. Visiting Scholar @ Oxford Mathematical Institute, 2015.
  3. Post-doctorate fellow @ CERMICS, École des Ponts ParisTech (supervision by Michel De Lara), 2014-2015.
  4. Post-doctorate fellow @ LAMCA, IMPA (supervision by Jorge Zubelli), 2013-2014.
  5. Post-doctorate fellow @ McMaster University and Fields Institute (supervision by Matheus Grasselli), 2012-2013.
  6. Research fellow @ FiME laboratory, 2010-2012.
  7. Lecturer @ CEREMADE, Université Paris-Dauphine, 2012.
  8. Visiting Scholar @ University of British Columbia (Vancouver), 2010.
  9. PhD Student @ EDF R&D, OSIRIS, and CEREMADE (supervision by Bruno Bouchard and Nadia Oudjane), 2009-2012

Conferences, Seminars, Symposiums
  1. 1er  journée de Printemps de la chaire Finance et Développement Durable, Paris, France, May 6, 2009.
  2. 6th World Congress of the Bachelier Finance Society, Toronto, Canada, 2010.
  3. Markets with frictions: transaction costs and liquidity risk, Paris Dauphine Workshop, 2010.
  4. FiME workshop, Paris, France, 2010.
  5. 4th European summerschool in Financial Mathematics, ETH Zurich, Switzerland, 2011.
  6. 3ème Journée des doctorants du groupe Bachelier, Paris, France, 2011.
  7. 3ème journée de la Chaire Finance et Développement Durable, Paris, Fance, 2011.
  8. Set optimization meets Finance Symposium, Lutherstadt Wittenberg, Germany, Aug 16-19, 2012.
  9. Journées MAS de la SMAI 2012, Clermont-FerrandAug 29-Sep 3, 2012.
  10. CAIMS 2013, Annual Meeting of the Canadian Applied and Industrial Mathematics Society, Quebec city, Canada, June 16-20, 2013.
  11. Research in Options 2013, Buzios, Brazil, Nov 29-Dec 5, 2013.
  12. Séminaire MBFA, Maison des Sciences Economiques, Paris, France, Apr. 9, 2014. [Slides]
  13. Math Finance Seminar, Dublin City University, Dublin, Ireland, Nov. 5, 2014.
  14. Séminaire du CIRED, CIRED, Nogent-sur-Marne, France, Dec. 2, 2014.
  15. 9th Bachelier Colloquium, Métabief, France, Jan. 16, 2015. [Slides]
  16. LIED seminar,Paris, France, Jun. 2, 2015.
  17. PEPS-MoMIS Convergence International workshop, Paris, France, Oct. 13, 2015.
  18. Grenoble Post-Keynesian Conference 2015, Grenoble, France, Dec. 14, 2015.
  19. SIAM Financial Mathematics & Engineering 2016, Austin, USA, Nov. 18, 2016.


«C'est bien avant notre ère qu'un grand propriétaire mélancolisait
que tout était vanité, poursuite de vent et folie,
et le triste Khayam après lui, qui avait le vin rationnel.
Mais il n'est pas égal, quoi qu'en disent les apologistes,
de méditer ces mots à l'ombre d'une ziggourat;
ou que ce soit au volant de son automobile,
apercevant depuis l'autoroute les tours de refroidissement
d'une centrale nucléaire bâtie sur une faille sismique.»
Baudoin de Bodinat, La vie sur Terre I