Recent Publications

Emmanuel G., Gilles Pagès (2026). On (fake) Stationarity in Stochastic Volterra Equations with Affine Drift and Regular Kernels..

PDF Code Preprint

Emmanuel G., Brice Sigui Dro (2026). Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps..

PDF Code Preprint

Emmanuel G., Sigui Brice Dro (2026). On explicit solutions to a class of quadratic BSDEJs driven by affine Volterra processes with jumps and applications..

PDF Code Preprint Preprint

Emmanuel G., Gilles Pagès (2026). On Path-dependent Volterra Integral Equations: Strong Well-posedness and Stochastic Numerics.. Submitted for publication.

PDF Code Preprint

Emmanuel G. (2026). On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models.. Submitted for publication.

PDF Code Preprint

Emmanuel G., Gilles Pagès, Mathieu Rosenbaum (2026). Fake stationary rough Heston volatility: Microstructure-inspired foundations. Submitted for publication.

PDF Slides Preprint

Emmanuel Gnabeyeu, Gilles Pagès, Mathieu Rosenbaum (2025). On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model. Submitted for publication.

PDF Code Slides Preprint

Equal contribution

, Gilles Pagès

Equal contribution

(2025). On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift. Submitted for publication.

PDF Code Slides Preprint

Equal contribution

Equal contribution

, Imad Idboufous (2024). Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach. In IJCNN.

PDF Slides Poster