Selected Recent & Upcoming Talks

June 29th – July 3rd, 2026

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

Talk Title: On a Stationarity Theory for Stochastic Volterra Integral Equations: Volatility Modeling and related optimal Merton problem.
Talk Link | Slides |

June 2026

Bachelier Seminar — Institut Henri Poincaré, Paris

Talk Title: On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models.
Talk Link | Slides |

December 2025

Doctoral Seminar — Sorbonne Université, Paris

Talk Title: On Inhomogeneous Fractional Square-Root Processes: Microstructural Foundations and Weak Stationarity Theory.
Talk Link | Slides |

October 2025

Natixis Foundation for Research and Innovation Awards Ceremony — Sky Garden, Paris

Talk Title: A Reinforcement Learning Perspective on Exotics and Flow Equity Derivatives.
Talk Link | Slides | Poster

July 2025

5th Barcelona Summer School of Stochastic Analysis and Quantitative Finance — Centre de Recerca Matemàtica, Barcelona

Talk Title: On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift: Finite-Time Functional Weak Asymptotics and Applications.
Talk Link | Slides |