Papers (see also google scholar):
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Advances in Mathematics, 2026+
SIAM Journal on Financial Mathematics, 2026+
Finance and Stochastics, 2026+
Journal of the European Mathematical Society, 28(1):393-454, 2026
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 talks + travel:
2026
German Mathematical Society, Annual Meeting (talk)
Sydney Workshop in Financial Mathematics and Stochastic Control (talk)
RICAM Special Semester Mathematics of AI (talk)
Mathematical Statistics in the Information Age (talk)
German Mathematical Society, Annual Meeting (talk)
FOCM Foundations of Computational Mathematics (talk)
IMS Institute for Mathematical Science Annual Meeting (talk)
One world probability Seminar (talk)
Uni Vienna, Data Science seminar (talk)
AI Theory Seminar (talk)
2025
QMF conference Sydney (talk)
SUTD research seminar (talk)
WU Vienna Statistics Research Seminar (talk)
BANFF workshop Bridging Theory and Practice in Finance (talk)
Eighteenth Annual Risk Management Conference (talk)
NUS QF conference (talk)
TU Graz, Colloquium in Data Science (talk)
UC Irvine, Combinatorics and Probability seminar (talk)
UC Irvine (research stay)
Stanford (research stay)
UC Berkeley (research stay)
Oxford, Stochastic analysis and mathematical finance seminar (talk)
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