Papers (see also google scholar):
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Finance and Stochastics, in press
Journal of the European Mathematical Society, in press
Probability Theory and Related Fields, (193):335-374, 2025
Journal of Functional Analysis, 288(7):110810, 2025
Advances in Mathematics, 460:110041, 2025
International Mathematics Research Notices, (10):8459-8480, 2024
Siam Journal on Financial Mathematics, 14(2):704-720, 2023
Advances in Mathematics, 400:108261, 2022
Annals of Applied Probability, 32(4):3146-3198, 2022
Electronic Communications in Probability, 26(28):1-13, 2021
Finance and Stochastics, 25(3):469-503, 2021
Proceedings of the Royal Society A, 477:2256, 2021
Mathematics of Operations Research, 48(4):2129-2155, 2023
Annals of Applied Probability, 32(1):529-550, 2022
Electronic Journal of Probability, 25(94):1-22, 2020
Probability Theory and Related Fields, 78(3):1125–1172, 2020
Finance and Stochastics, 24(3):601-632, 2020
Electronic Journal of Probability, 24(97):1-21, 2019
Journal of Mathematical Analysis and Applications, 471(1-2):752-775, 2019
Finance and Stochastics, 24(1):215-248, 2020
Siam Journal on Control and Optimization, 60(1), 410-434, 2022
Mathematical Finance, 30(1):287-309, 2020
Finance and Stochastics, 23(3):697-728, 2019
Proceedings of the American Mathematical Society, 147(4):1483-1495, 2019
Stochastic Processes and their Applications,130(2):785-805, 2020
Annals of Applied Probability, 29(1):577-612, 2019
Awards:
Recent teaching:
Lecturer "Stochastic Analysis in Mathematical Finance", MA5248, NUS
Lecturer "Financial Derivatives: Modelling and Computation", QF5209, NUS
Lecturer "High-dimensional probability theory for Data Science", Uni. Vienna
Tutorials "Stochastics for Engineers", Uni. Klagenfurt
Minicourse "Introduction to mathematics of statistical learning theory" at Vienna school of mathematics
Minicourse "Introduction to geometric aspects of statistical learning theory" at NTU Singapore 5 weeks
Recent / future activities:
Recent talks + travel:
Mathematical Statistics in the Information Age (talk) 2026
FOCM Foundations of Computational Mathematics (talk) 2026
IMS Institute for Mathematical Science Annual Meeting (talk) 2026
Uni Vienna, Mathematics for Data Science seminar (talk) 2026
AI Theory Seminar (talk) 2026
QMF conference Sydney (talk) 2025
SUTD research seminar (talk) 2025
WU Vienna Statistics Research Seminar (talk) 2025
BANFF workshop Bridging Theory and Practice in Finance (talk) 2025
Eighteenth Annual Risk Management Conference (talk) 2025
NUS QF conference (talk) 2025
TU Graz, Colloquium in Data Science (talk) 2025
UC Irvine, Combinatorics and Probability seminar (talk) 2025
UC Irvine research stay (1 week) 2025
Stanford research stay (2 weeks) 2025
UC Berkeley research stay (2 weeks) 2025
Oxford, Stochastic analysis and mathematical finance seminar (talk) 2025
Co-authors: Beatrice Acciaio, Julio Backhoff, Mathias Beiglboeck, Patrick Cheridito, Samuel Drapeau, Stephan Eckstein, Manu Eder, Annemarie Grass, Songyan Hou, Michael Kupper, Thibaut Lux, Gabor Lugosi, Shahar Mendelson, Ariel Neufeld, Jan Obloj, Roberto Imbuzeiro Oliveira, Gudmund Pammer, Antonis Papapantoleon, Kyunghyun Park, David Proemel, Zoraida Rico, Stefan Schrott, Ludovic Tangpi, Johannes Wiesel, Xin Zhang
Contact: bartld at nus dot edu dot sg; Office 07.09, S17 Science Drive