Conferences & Talks

Selected conference presentations, workshops, seminars, and research talks.

2026

Projected McKean-Vlasov Dynamics for Entropic Weak Optimal Transport

10th Eastern Conference on Mathematical Finance (ECMF), Johns Hopkins University, Baltimore, Maryland, USA, October 2026.

Conference website
Projected McKean-Vlasov Dynamics for Entropic Weak Optimal Transport

DMV Annual Meeting 2026, University of Konstanz, Konstanz, Germany, September 9, 2026.

Conference website
Model Risk Static-Hedging: A Constrained Distributionally Robust Optimization Approach

XIII Bachelier World Congress of the Bachelier Finance Society, University of Bologna, Bologna, Italy, July 1, 2026.

Conference website Book of abstracts
Adapted Wasserstein Gradient Flow and Projected Langevin Dynamics for Weak Optimal Transport

Workshop "Stochastic Control and Risk", Hammamet, Tunisia, April 2026.

Robust Static Hedging and Distributionally Robust Sensitivity

International Conference "Stochastic Control and Games for Risk and Regulation", Golden Tulip Taj Sultan, Hammamet, Tunisia, October 28-31, 2024.

Conference website
Model Risk and Semi-Static Hedging

7th Berlin Workshop on Mathematical Finance for Young Researchers, Humboldt University, Berlin, Germany, September 4-6, 2024.

Workshop website
Model Risk and Semi-Static Hedging

12th Bachelier World Congress of the Bachelier Finance Society, FGV EMAp, Rio de Janeiro, Brazil, July 8-12, 2024.

Conference website
First-Order Martingale Model Risk Hedging

Bachelier PhD Seminar, Institut Henri Poincaré, Paris, France, June 7, 2024.

Seminar program

Extended L-Q Mean-Field Game with Common Noise

Workshop "Stochastic Control and Risk", Hammamet, Tunisia, April 24-27, 2023.
A Linear-Quadratic Mean-Field Games Approach to the Marketplace Problem

CMAP PhD Seminar, Centre de Mathématiques Appliquées, École Polytechnique, Palaiseau, France, 2023.