Research group: Stochastic methods in finance -
Seminar - December 2025 (see here)
Peter Carr memorial award
Parallel session -
Volatility - July 2025 (see here)
Parallel session -
Volatility modeling - July 2025 (see here)
Chairman of the Parallel session -
Rough volatility models and rough path - June 2025 (see here)
Chairman of the stochastic modelling parallele session - December2024 (see here)
June 2024
I co-organized the YRS gathering PhD and Postdocs from Ile de France for a three day seminar, see here !
Organized by Albert J. Menkveld and Thierry Foucault - June 5-9 2023