Recent Publications

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

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Emmanuel G. (2026). On the mean-variance problem through the lens of multivariate fake stationary affine Volterra dynamics..

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

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

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

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

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Equal contribution

, Gilles Pagès

Equal contribution

(2025). On a Stationarity Theory for Stochastic Volterra Integral Equations. SPA.

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Equal contribution

Equal contribution

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

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