Book:

Enlargement of Filtrations with Finance in View (2017), with M. Jeanblanc, SpringerBriefs in Quantitative Finance, Springer International Publishing.

Publications and preprints:

• Martingale spaces and representations under absolutely continuous changes of probability (2018), with C. Fontana, preprint (available on arxiv).
• Robust framework for quantifying the value of information in pricing and hedging (2018), with Z. Hou and J. Obłój, preprint (available on arxiv).
• Thin times and random times' decomposition (2018), with M. Jeanblanc and T. Choulli, preprint (available on arxiv).
• The robust pricing-hedging duality for American options in discrete time financial markets (2018), with S. Deng, J. Obłój and X. Tan, Mathematical Finance (preprint available on arxiv).
• Integral representations of martingales for progressive enlargements of filtrations (2018), with M. Jeanblanc and M. Rutkowski, Stochastic Processes and their Applications (preprint available on arxiv).
• No-arbitrage under additional information for thin semimartingale models (2018), with T. Choulli, J. Deng and M. Jeanblanc, Stochastic Processes and their Applications.
• No-arbitrage under a class of honest times (2018), with T. Choulli, J. Deng and M. Jeanblanc, Finance and Stochastics, 22(1), 127-159.
• No-arbitrage up to random horizon for quasi-left-continuous models (2017), with T. Choulli, J. Deng, and M. Jeanblanc, Finance and Stochastics, 21(4), 1103-1139.
• Projections, pseudo-stopping times and the Immersion property (2016), with L. Li, In Donati-Martin C., Lejay A., Rouault A. (Eds.), Seminaire de Probabilites XLVIII. Lecture Notes in Mathematics, (pp. 459-467). Cham: Springer International Publishing, (preprint available at arxiv).
• On an optional semimartingale decomposition and the existence of a deflator in an enlarged filtration (2015), with T. Choulli and M. Jeanblanc, In Donati-Martin C., Lejay A., Rouault A. (Eds.), In Memoriam Marc Yor - Seminaire de Probabilites XLVII. Lecture Notes in Mathematics, (pp. 187-218). Cham: Springer International Publishing, (preprint available at HAL).
• Arbitrages in a Progressive Enlargement Setting (2014), with T. Choulli, J. Deng and M. Jeanblanc, In Caroline Hillairet, Monique Jeanblanc, Ying Jiao (Eds.), Arbitrage, Credit and Informational Risks, (pp. 53-86). Singapore: World Scientific Publishing, (preprint available at arxiv).

Doctoral thesis:

• Random times, enlargement of filtration and arbitrages (2014), Université d'Evry Val d'Essonne, (available at HAL).