Research
Research interests: Asset pricing, Financial Economics, Blockchains, Smart Contracts, Market Microstructure, Microeconomics
Research interests: Asset pricing, Financial Economics, Blockchains, Smart Contracts, Market Microstructure, Microeconomics
Dynamic Completeness and Market Frictions, 2022, Job Market Paper (PDF)
Convex Asset Pricing, with V-F. Martins-da-Rocha, 2022 (PDF)
The Fundamental Theorem of Asset Pricing in Multi-Period Markets with Bid-Ask Spreads: a New Simple Proof using Trading Strategies, 2023 (PDF)
Super-Replication Pricing in a Convex and Cash-Additive Market Structure with F. Riedel and L. Stanca, 2023
Escrow Smart Contracts et Risque de Liquidité dans le Commerce International Maritime with V. Iehlé and M. Vernay, 2023 (PDF)
Put–call parity and generalized neo-additive pricing rules, with J-P. Lefort, Theory and Decision. 90(3): 1-22 (2021). (PDF)
Lightning networks implementation in Blockchains with I. Chéhade and V. Iehlé, 2022
Dynamic Choquet pricing rules with C.T. Lacaussade and J-P. Lefort, 2021