Embedded Files
Postdoctoral Researcher in Mathematical Finance
Université Catholique de Louvain, Belgium
Postdoctoral Researcher in Mathematical Finance
Université Catholique de Louvain, Belgium
About me
About me
I'm a postdoctoral researcher in Mathematical Finance at the Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), Université Catholique de Louvain (Belgium). In September 2026, I sucessfully defended my thesis, Stochastic Pathways in Incomplete Markets: Volterra Processes, Stopping Times, and Path-Signatures.
I'm a postdoctoral researcher in Mathematical Finance at the Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), Université Catholique de Louvain (Belgium). In September 2026, I sucessfully defended my thesis, Stochastic Pathways in Incomplete Markets: Volterra Processes, Stopping Times, and Path-Signatures.
My research primarily focuses on (possibly non-Markovian) stochastic control problems, optimal hedging in incomplete markets, and the use of Volterra processes and path-signatures in Mathematical Finance. More recently, I'm also interested in combining these mathematical approaches with data-driven and machine learning methods. These topics are connected by a common goal: understanding and controlling complex stochastic systems with memory, and exploring their applications to financial problems.
My research primarily focuses on (possibly non-Markovian) stochastic control problems, optimal hedging in incomplete markets, and the use of Volterra processes and path-signatures in Mathematical Finance. More recently, I'm also interested in combining these mathematical approaches with data-driven and machine learning methods. These topics are connected by a common goal: understanding and controlling complex stochastic systems with memory, and exploring their applications to financial problems.
You can find all my papers on my Google Scholar page. If you have any questions, feel free to reach out!
Mail: edouard.motte@uclouvain.be
Preprints
Deep kernel hedging, with Jean-Loup Dupret and Donatien Hainaut, submitted, 2026.
General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework, with Jean-Loup Dupret, under revision at ASTIN Bulletin, 2026.
Signature approach for pricing and hedging path-dependent options with frictions, with Eduardo Abi Jaber and Donatien Hainaut, under revision at Mathematical Finance, 2025.
Publications
The Volterra Stein-Stein model with stochastic interest rates, with Eduardo Abi Jaber and Donatien Hainaut, Quantitative Finance, 2026.
Efficient hedging of life insurance portfolio for loss-averse insurers, with Donatien Hainaut, Insurance, Mathematics and Economics, 2025.
Partial hedging in rough volatility models, with Donatien Hainaut, SIAM Journal on Financial Mathematics, 2024.
Talks
International Conference on Computational Finance (ICCF26), Oxford, UK, September 2026
XIII Bachelier World Congress, Bologna, Italy, July 2026
ISBA Young Researcher Day, Louvain-la-Neuve, Belgium, September 2025
Stochastics & Computational Finance Conference, Lisbon, Portugal, September 2025
Vienna Congress on Mathematical Finance, Vienna, Austria, July 2025
Groupe de Travail MathsFi, Ecole Polytechnique, Paris, France, March 2025
Bachelier Seminar, Paris, France, March 2025
MCFAM Seminar (invited), Minnesota, US, February 2025
European Actuarial Journal Conference, Lisbon, Portugal, September 2024
International Conference on Computational Finance (ICCF24), Amsterdam, The Netherlands, April 2024
ISBA Young Researcher Day, Louvain-la-Neuve, Belgium, September 2023
Grants
FRIA Grant (Research Project: Partial hedging in incomplete markets) by the Fund for Scientific Research – FNRS (01/24-present)
Scientific Stay Grant OUT by the Fund for Scientific Research – FNRS (01/25-06/25)
Teaching
UCLouvain (2022-2026): Teaching Assistant (TA) for Statistics and Data Sciences (LEPL1109) and Data Mining (LDATS2350).
Page updated
Google Sites
Report abuse